Installation

Choose which version of the library you are going to use.
Choose which platform you wish to run on.
Go to the SQLite library page, or now get the latest libraries, and binaries here
Download the appropriate library or libraries.
Download the appropriate wrapper.
Note the wrappers work under both Linux and Windows, and need no modification to run, but they do need to be installed in slightly different places.
* Windows XP era - the dll library should be installed into Windows\system32. Windows 7 and up - install into the windows/system folder. Note 64 bit Euphoria will not run with the 32 bit sqlite3.dll. see here
* Linux - the .so library should be installed into /usr/lib , and then ldconfig should be run - update - there are various ways of doing this, but I have updated the library so that it always links to sqlite3.so - usually located in /usr/lib, and from that you symlink to where you place the library (currently, in my case, /usr/local/lib). This then allows you to install updates, and just change the symlink target.
* (Both) The eu wrappers (eusql.ew or eusql3.ew and wrapper.ew) should be installed into your euphoria\include directory.
The downloads also include some simple test programs (thanks to Ray Smith), and the 2.x wrapper includes the SQLite docs - not entirely compatible with SQLite 3.x, but these docs are available on the web site.
Final note - this software is free to use as you wish. If you have any questions, please use the Euphoria list. There is no license as such with it, but if you want one, then use the sqlite licence.
It is also not guaranteed free from any bugs at all, if you find any let me know, but if it destroys all your data - tough! However, I have been using it reliably now since 2003, with absolutely no program related data loss at all.
==Update to installation for sqlite lib version 3.4.2==
This is for Linux only - Windows .dll s are unaffected.
Euphoria can't seem to access the sqlite binaries release. This was quite a puzzle for a while, and I had to jump through some hoops to get it to run on a 32 bit system, but this is how I did it. Euphoria is also compiled on a 32 bit system, and won't access shared objects compiled on a 64 bit system, so compiling sqlite on a 64 bit didn't work either.
Finally, I compiled sqlite on a 32 bit system, and it worked there, so I copied this 32 bit library over to the 64 bit system, and it worked. Heres a step by step.
1. On a 32 bit system compile and install sqlite from sources.
2. The library is installed into /usr/local/lib/libsqlite3.so.0.8.6 (confusingly enough this is sqlite library 3.4.2)
3. Copy all the 32 bit libraries to /usr/local/lib on your 64 bit system (ie libsqlite*)
4. Either direct your euphoria program to this file, or change the symlink in /usr/lib to point to the above file
5. Test it
==Update for sqlite version 3.5.4==
I've update the lib to sqlite-3.5.4.so. This may not be the same on your system, but on my system I just put the lib in /usr/local/lib, and symlinked from /usr/lib/sqlite3.so to that file, and it just worked. No need to build from the 32 bit sources. Note, the wrapper always points to /usr/lib/sqlite3.so - just change where this points to for future updates.