I believe that actually loads programmable extensions, not SQL.
It does however differ from what the OP wanted, actually I'm not very sure what the OP wants. Loading extensions are very possible (not just in the CLI, but any SQLite engine instance where allowed), alternatively, compiling added code into the CLI is possible too.
The original request reads as if the OP wished to access the sqlite_create_function API somehow from an already-compiled CLI but not via a loaded library, which is very much not possible currently, as Larry explained.
I recall someone here posting an extension which lets you add sqlite UDF functions, taking a Name and an SQL statement, and any time after that you use that Name inside a query, the SQL code will execute.
Something like:
```
SELECT MAKEFUNC('Twice', 'SELECT ?1 * 2');
SELECT Twice(3);
--> 6
```
I thought it quite clever at the time, but had no cause to use it yet and unfortunately do not recall the name, but someone else here may.