SQlite query time vs RBtree

I have one table of many columns. I wanted to use SQLite as I'll query later on the data a lot instead of saving them into a file. but this would take O(N) time unless the database is indexed then It'll take O(Log(N)). I know this isnt the use model mainly for databases but I thought it will make my life easier.

then I thought to use RBTree to save these data instead as it will take O(Log(N))

I'm a bit confused and new to this areas. first Do my assumptions correct ? second, sqlite will make it easier as I'll only use database wrappers but does the indexing takes a lot of time ? or should I go with the RBTree method ?