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Compiling sqlite system on Ubuntu
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> sudo gcc shell.c sqlite3.c -lpthread -ldl -lm

There is no need to use sudo for this.

> but all I get is the a.out file.

The command,<code>
     mv a.out sqlite3
</code>, will rename the executable you got to what you wanted (I suppose.)  Alternatively, replace "gcc" with "gcc -o sqlite3" in that compilation to get what you seem to expect.

> last thing I did was was run ./configure and make, ... but when I do 'which sqlite3', there is no output.

The current directory is typically not among the directories listed in $PATH. Hence, 'which' does not find named executable files that happen to be in the current directory unless the current directory is so listed.  Once you get yourself a properly named 'sqlite3' executable, the final step will be to place it somewhere such that it will be found by the shell (using $PATH) when invoked simply as 'sqlite3'.