error using sqlite3 with Ruby on Windows

I have Ruby 2.2.2p95 on Windows. I am not using Rails. I am able to use the following to install sqlite3

gem install sqlite3

When I crate a Ruby file as follows, it fails to load sqlite3:

test.rb

require 'sqlite3'
require 'active_record'

ActiveRecord::Base.establish_connection(
  :adapter => 'sqlite3',
  :database => 'test.db'
)

When I run

ruby test.rb

it throws an error from the line where I have the require statement for sqlite3:

cannot load such file -- sqlite3/sqlite3_native (LoadError)

I have sqlite installed on Windows and was able to create a table in the database. Any ideas on fixing this?