It can be done either by script (easier and faster). For more information, take a look at my tutorial about SQLite. I explain how you can open and create tables.
or
Download a
SQLite Database Browser
Run SQLite Database Browser 2.0 b1.exe and:
File > New Database. A box to save it will be popped up. Give a name and add the .db at the end.
Save it. Another box will be appeared for creating a table. Give a name there as well; for example "users". If you want, you add fields and all that.