sqlite3_exec() Callback function Clarification

I am having trouble understanding the use of the callback function in a SQLite3 database.

I understand it is used to traverse SELECT statements with multiple records. But I do not understand how it does that or how to make my own useful callback. I have read through TutorialsPoint several times to try to understand, but that is just not doing it for me.

When I use their example and debug in Visual Studio to see how the argument arrays are populated and traversed i get lost. Also VS only shows the current slot in the array, not the entire array itself.

If you need any clarification please let me know as I am here to learn!