Welcome to sqlite, Anonymous,
Sqlite itself (as perhaps you know) is not a user-facing program such as MS Access. It's a library for programmers to link into their programs.
That being said, a command-line interface program, named sqlite3.exe, is provided which is rather powerful.
One of the most-loved aspects of sqlite is its simplicity. There's no installation process per se. To get started with the command-line interface (CLI) go to the download page:
https://www.sqlite.org/download.html
and look for the Windows pre-compiled binaries. Download the "bundle of command-line tools" zip file. Extract (at least) the sqlite3.exe file into a directory on your machine -- either one within your PATH or directly into the folder where you wish to run it. Sqlite is so compact that its database logic is compiled directly into the sqlite3.exe file, and you're ready to start using it at the command line.
If you google "sqlite gui" you'll find that lots of folks (not part of this project) have written graphical Windows programs to work with sqlite, and you may decide to use one or more of these instead of the CLI. Some of these programs may expect you to download sqlite in the form of a "DLL" file -- just as you would if you want to write a program yourself. You'll find these DLL files on the download page as well. Programmers can also decide to compile sqlite themselves, either into their own programs or into customized DLL files.
Maybe this helps,
Donald