It happened to me more than once that I thought symbol XXX (i.e. ?close@CppSQLite3DB@@QAEXXZ) was in the import lib, while the actual symbol was __impXXX (i.e. __imp?close@CppSQLite3DB@@QAEXXZ).
The reason for the linker error is then to be found in the compilation step: the compiler will generate the ?close@CppSQLite3DB@@QAEXXZ symbol to be imported, where it should generate __imp?close@CppSQLite3DB@@QAEXXZ. This often means that the function declaration itself didn't have __declspec( dllimport ). Which may be caused by some preprocessor symbol not being defined. Or the __declspec not being there at all...