There is a way to do this with sqlite in readonly mode using the append vfs [0] which allows you to put your DB appended to the end of the executable, and then the executable can read it (like a zip file the header is then at the end of the db rather than the front). Or you could embed a normal db as a binary blob with the linker. Allowing writes is more tricky because most OSes don't typically allow executables to edit their own executable memory (on unix I believe executables always load as r/x or r/o depending on the region, maybe with some minor exceptions).

And a lot of users of sqlite statically link sqlite within their executable, they actually recommend that instead of dynamically linking.

[0] https://sqlite.org/vfs.html ctrl-f for 'append'

Edit: I got confused between the sqlar command and the append vfs so fixed it.