Looks like you've installed the SQLite3 adapter for ruby, but you may
not have actually installed the actual SQLite3 database engine. That
isn't a gem; you'd need to install it using whatever Windows installer
is available (sorry I'm not much help there).
If that's the issue and you don't want to install SQLite, you can use
a different database that you already have installed (MySQL, MSSQL) as
your development database, instead of SQLite3, by editing the
database.yml file generated in the config directory of your rails
application. In that case you would need to install the adapter for
whatever database you choose to use (the adapters are gems, installed
via the procedure you already used for the SQLite3 adapters).