There is no "install" in the usual sense of the word. As stated on [the home page](https://sqlite.org/index.html), SQLite is a library used by applications, many of which might be "installed", to provide DBMS features. At [the download page](https://sqlite.org/download.html), you can obtain a pre-built, simple application known as [the SQLite command line shell](https://sqlite.org/cli.html) for your platform. To run that shell conveniently from a command-line-interactive shell such as CMD.EXE or PowerShell, you will want to arrange that the sqlite3.exe which you built or downloaded can be found among the directories named by the environment variable known as PATH.