Good day @Hong
SQLite is not Microsoft product. It was simply embedded as/in extension SDK with the components needed to use SQLite. It is not directly supported and as you can see even in your link it explicitly advice "Further information, including complete documentation, may be found at the official web site "https://www.sqlite.org/"."
The SQLite project has a great supporting channels and I highly recommend you to use these:
https://www.sqlite.org/support.html
I cannot advice or recommend this for someone in the forum which I am not fully familiar with his system/case, but In the mean time you might want to try to simply ignore the prompt error and go on this installation.
Please check the following thread which include the exact same question and some more info
https://social.msdn.microsoft.com/Forums/vstudio/en-US/d8154242-d520-44fa-a734-ca026156d198/visual-studio-2019-sqlite-for-universal-windows-platform-quotis-not-compatible-?forum=vssetup