Step 3 − Create a folder C:\>sqlite and unzip above two zipped files in this folder, which will give you f, sqlite3.dll and sqlite3.exe files. Step 2 − Download sqlite-shell-win32-*.zip and sqlite-dll-win32-*.zip zipped files. Step 1 − Go to SQLite download page, and download precompiled binaries from Windows section. This chapter will take you through the process of setting up SQLite on Windows, Linux and Mac OS X. SQLite is famous for its great feature zero-configuration, which means no complex setup or administration is needed.