Creating the sqlite3.exe stand-alone w/o cygwin dependency

[Michael Soegtrop]

 > The problem happens after I move that sqlite3.exe to C:\bin directory.

very likely quite a few of the MinGW shared libraries supplied by cygwin 
are missing - you need to copy these as well. You can use the `ldd` tool 
on the .exe and the .dll to find out which these are. You need to copy 
sqlite.dll and all MinGW shared libraries required by both to the bin 
folder. A typical example is the C runtime shared library-

I have no idea about sqlite, but I maintain a project which compiles 
MinGW executables using shared libraries and create relocatable 
installers from that. The shell script which finds the shared library 
dependencies is here:

https://github.com/coq/platform/blob/cb1646593beb42629d660e22323a3fe9e3779435/windows/create_installer_windows.sh#L107

It should explain how to do this.

Best regards,

Michael