I\'m using the SQLite Command Line Shell. As documented, I can open a database by supplying it as an argument to the executable:
sqlite3 data.db
Older SQLite command-line shells (sqlite3.exe) do not appear to offer the .open command or any readily identifiable alternative.
Although I found no definitive reference it seems that the .open command was introduced around version 3.15. The SQLite Release History first mentions the .open command with 2016-10-14 (3.15.0).