To use IronPython.SQLite, copy IronPython.SQLite.dll into the 'DLLs' folder in your IronPython directory. If there is no 'DLLs' folder (and there isn't by default), just create one.
Next, copy the sqlite3 folder into the Lib directory of your IronPython installation. This is the same as the sqlite3 directory from Python 2.6.
Once it is installed, it's just like using the built-in sqlite3 module:
>>> import sqlite3 >>> cx = sqlite3.connect(":memory:")
See http://docs.python.org/library/sqlite3.html for more information on using the sqlite3 module.