SQLite is not a finished application, it's a programmer's tool supplied as source code. There's no central library which has to be installed in any specific place. You download some source code files (probably just the one big amalgamation source code file) and include them in whatever program you're writing. If you're writing six programs, you include the same source files in those six different programs. From your reference to learning SQL, what you might be wanting to do is use the SQLite command-line tool to learn SQL. In that case you want the section of the download page labelled 'Precompiled Binaries for X' – where X is your operating system. This will give you a program called sqlite.exe or sqlite.app or whatever extension your operating system uses. Again, there's nothing to install. Put it wherever you like and run it.