SQLite Forum

Connect to sample Database
The message displayed when you run sqlite3 tells you what's going on.

When you run just sqlite3 from the command line it opens up the CLI "to a transient in-memory database" where you can make tables, run queries, etc. But you're in the CLI now and are using _its_ command prompt, and not Windows', so to open your "persistent database" you would use the .open command.

sqlite3 C:\path\to\file\here.db    is what you would run from the Windows command prompt to start the CLI with it opening a specific db. You're trying to do that command when you're already in the CLI interface, which is the problem.