*: Make sure you have the latest version of SQLite
*: Make sure you have the latest version of Mingw
*: Using your favourite text editor, create a file called test.c and save it somwhere you can compile it. Make sure the sqlite.dll file is in the same directory. Here is the code for test.c:

  #include <stdio.h>
  #include <sqlite.h>
  static int callback(void *NotUsed, int argc, char **argv, char **azColName){
  int i;
  for(i=0; i<argc; i++){
    printf("%s = %s\n", azColName[i], argv[i] ? argv[i] : "NULL");
  }
  printf("\n");
  return 0;
  }
  int main(int argc, char **argv){
  sqlite *db;
  char *zErrMsg = 0;
  int rc;
  if( argc!=3 ){
    fprintf(stderr, "Usage: %s DATABASE SQL-STATEMENT\n", argv[0]);
    exit(1);
  }
  db = sqlite_open(argv[1], 0, &zErrMsg);
  if( db==0 ){
    fprintf(stderr, "Can't open database: %s\n", zErrMsg);
    exit(1);
  }
  rc = sqlite_exec(db, argv[2], callback, 0, &zErrMsg);
  if( rc!=SQLITE_OK ){
    fprintf(stderr, "SQL error: %s\n", zErrMsg);
  }
  sqlite_close(db);
  return 0;
  }

*: Compile test.c with the following: gcc -o main.exe -I /include sqlite.dll sltest2.c
*: In the same directory as the compiled c file, enter: "sqlite test.db". This will create a new database named "test.db". Of course, sqlite.exe must either be in this directory or in your path.
*: Enter the following:
  
  sqlite> CREATE TABLE Orders
   ...> (
   ...> Orders
   ...> );

*: And the following:

  sqlite> INSERT INTO orders VALUES ("Order1");
  sqlite> INSERT INTO orders VALUES ("Order2");

*: And then: 

  .quit

*: Type the following command: main test.db "SELECT * FROM Orders;". If you are using a different db, modify the SQL statement accordingly.
*: You should see:

  C:\EJD\MinGW\bin>main test.db "SELECT * FROM Orders;".
  Orders = Order1
  Orders = Order2