connect to SQLite in MFC Visual C++ 2008

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Download from http://www.sqlite.org/download.html first file : sqlite-amalgamation-3071100.zip(1.30 MiB) .This ZIP archive contains all C source code for SQLite 3.7.11 combined into a single source file. Unzip it to the your project directory (where your .cpp and .h files are). Then, in Visual Studio 2010 create project MFC application and add into your .cpp file :

#include sqlite3.h

. In Solution Explorer in Header Files add sqlite3.h file . And in Source Files add sqlite3.c file. In Source Files by right clicking choose Property of sqlite3.c file and there in C/C++ section in /Precompiled Headers at right side in Precompiled Header choose Not Using Precompiled Headers.
In menu of Visual Studio click Project and at the bottom click on Properties, and in opened window in Configuration choose All Configurations. In General --> Use of MFC should be as Shared DLL , then Use of ATL as Not Using ATL, Common Language Runtime as No CLR.
At C/C++ --> Code Generation --> Runtime Library should be set Multi-Threaded DLL (/MD).
Add this code at the end of your .cpp file and debug your project:

// This is the callback function to display the select data in the table 
static int callback(void *NotUsed, int argc, char **argv, char **azColName)
{
	int i;
	for(i=0; i<argc;>	{
		printf("%s = %s\n", azColName[i], argv[i] ? argv[i] : "NULL");
	}
	printf("\n");
	return 0;
}


int _tmain(int argc, char* argv[])
{
	sqlite3 *db; // sqlite3 db struct
	char *zErrMsg = 0;
	int rc;

	// Open the test.db file
	rc = sqlite3_open("test.db", &db);

	if( rc ){
		// failed
		fprintf(stderr, "Can't open database: %s\n", sqlite3_errmsg(db));
	} 
	else
	{
		// success
		fprintf(stderr, "Open database successfully\n\n");
	}

	// ..
	// .. after open database
	// ..

	const char *pSQL[6];

	// Create a new myTable in database
	pSQL[0] = "create table myTable (FirstName varchar(30), LastName varchar(30), Age smallint)";

	// Insert first data item into myTable
	pSQL[1] = "insert into myTable (FirstName, LastName, Age) values ('Woody', 'Alan', 45)";
	
	// Insert second data item into myTable
	pSQL[2] = "insert into myTable (FirstName, LastName, Age) values ('Micheal', 'Bay', 38)";

	// Select all data in myTable
	pSQL[3] = "select * from myTable";
	
	// Remove all data in myTable
	pSQL[4] = "delete from myTable"; 

	// Drop the table from database
	pSQL[5] = "drop table myTable";

	// execute all the sql statement
	for(int i = 0; i < 4; i++)
	{
		rc = sqlite3_exec(db, pSQL[i], callback, 0, &zErrMsg);
		if( rc!=SQLITE_OK ){
			fprintf(stderr, "SQL error: %s\n", zErrMsg);
			sqlite3_free(zErrMsg);
			break;
		}
	}

	// ..
	// .. before close database
	// ..

	// Open the test.db file
	sqlite3_close(db);

	getchar();

	return 0;
}

And add test.bd file to your project.