The Python builds from the WebAssembly language runtimes [0] project target the WebAssembly System Interfaces (WASI) [1]. It allows the Python interpreter to interact with resources like the filesystem.
Many server-side Wasm runtimes supports WASI out of the box. For the browser, you need to provide a polyfill to emulate these resources like the one provided by the WASI team [2].
Regarding SQLite, these builds include libsqlite so you should be able to use it :)