C++ and SQL database executable

I am trying to write a program (text based adventure game) in C++ that uses a database for storing data between sessions. The end product I am trying to get to will be an executable file that contains the c++ code files and a database for storing the data between sessions.

So, I have a couple questions:

1. I'm looking and using SQLite for the database platform. Is this the best option or is there another one?
2. Can I utilize a database like SQLite without the user needing to install on their device?
3. How would I go about packaging this all together into an executable file?

Thank you everyone for your assistance.