Create Sqlite3 database
It's because you haven't actually done anything.

Doing nothing:

phil@ironforge:~$ sqlite3 test.db
SQLite version 3.8.2 2013-12-06 14:53:30
Enter ".help" for instructions
Enter SQL statements terminated with a ";"
sqlite&gt; .quit


File not created:

phil@ironforge:~$ ls -al test.db
ls: cannot access test.db: No such file or directory


Do something:

phil@ironforge:~$ sqlite3 test.db
SQLite version 3.8.2 2013-12-06 14:53:30
Enter ".help" for instructions
Enter SQL statements terminated with a ";"
sqlite&gt; create table a (b number);
sqlite&gt; .quit


File has been created:

phil@ironforge:~$ ls -al test.db
-rw-r--r-- 1 phil phil 2048 Oct 21 09:31 test.db
phil@ironforge:~$