How can i install sqlite3 to c++?

I am just a stupid begginer.

I try to install sqlite3 db for use in C++ project on win7. And I did not get. I have installed mingw.

What i did:

1. Trying to compile from sources.gcc sqlite3.c -o sqlite
2. Trying to install precompiled like this http://ift.tt/1qHYBLw.

I know, something i do wrong, please, explain what ?