If you happen to go to the SQLiteMan download page hoping to get a binary for Windows, you might be tempted to click on the link for "MS Windows Download from Sqliteman area at sourceforge.net." To some of you, that might make sense, and you might hope to get a Windows build of SQLiteMan.
But no, wary traveler, you will not get that. If you click that link, you will get a build for OS/2. Yes, you read that right, if you click the link for "MS Windows download" you will get an OS/2 binary. To be clear, OS/2 binaries do not run under Windows.
To get the build you want, you need to poke around in Sourceforge for a while. Eventually you will find the page to download version 1.2.1 (not 1.2.2, which is the OS/2 version), and you will most likely select Setup-Sqliteman-1.2.1-win32.exe. If you do that, you will get a binary that will run on Windows.