To use 7-Zip after it's done installing, you can either double click on your downloaded archive file or right click on the file and select 7-Zip -> Extract Files. You should be taken through the installation process. 7-Zip is used to extract these files, to install it, download a setup exe from here and run it. These files are not ROMs themselves, to use them, you must extract them. sqlite, these files are not important to download and rather are meant for the website to know what files to display and the reviews of the item.
Internet Archive items will have metadata files that end in extensions like. These should be your go-to links if what you're looking for isn't in the popular tab. If a link has No-Intro or Redump in the name it should be a complete collection of known good dumps for the system. No-Intro and Redump are both groups that catalog hashes of every dumped game for different systems. If you are attempting to download ROMs from an Internet Archive link and the files are locked like in the image below, you need to register an account (you can do so here) to be able to download them.
Retro games (such as Nintendo 64, Sega Genesis, NES etc.) can be found in the Retro Tab How to use: