ODBC is less complicated that it appears. The functions are heavy, but there are only a small number of them. And the documentation is available on MSDN. I found it best to jump in and use it rather than trying to simply understand it before beginning.
SQLite is pretty easy to get working. I think it only took me about 20-30mins to get it working. The only thing you have to be aware of is that if you're embedding the code within your application the files (.c) have to be configured to compile as a C file (not C++).
But their site has good documentation and samples.