For me the simple solution to this problem was to use vcpkg https://vcpkg.io/en/
vcpkg install sqlite3:x64-windows
and to get it working in CI, after that:
echo "VCPKG_ROOT=C:/vcpkg" >> $GITHUB_ENV
echo "SQLITE3_LIB_DIR=C:/vcpkg/installed/x64-windows/lib" >> $GITHUB_ENV
echo "SQLITE3_INCLUDE_DIR=C:/vcpkg/installed/x64-windows/include" >> $GITHUB_ENV