Hi,
I did some VB programming in the past and now I'm using VB.NET. As a novice (I'm not a pro myself), you don't have to worry too much about all the terms you mentioned, and searching google is a good method of learning about them quickly, but I can tell you how I see them fit.
SQLite.NET is a library of functions that mostly give access to the underlying SQLite database engine functions, especially by allowing the executing of SQL statements against database files (SQLite is a database which, like MS Access, doesn't need a database server). So SQLite.NET is a .NET framework wrapper for SQLite.
I haven't used SQLite.NET yet, but I hope I'm helping more than confusing. ADO.NET is a generic / abstract technology that MS provided to access databases in general. I would tell you more about it, but I've always seen it like a driver and I haven't used it directly except for the time when ADO and VB were not .NET yet. Practically, that means that the ADO framework uses the same methods and organization for working with the underlying "providers" (database drivers like SQLite.NET) . So, a provider is like a driver, it intermediates the communication between a framework (like ADO) and a database engine (like SQLite), pretty much like the functions in PHP which work with data. You use the same functions without having to worry how they work because each database has an appropriate driver. In Visual Studio, when you use data controls. ADO data connections are formed automatically.
I don't know anything about the Entity Framework.
I don't have a good knowledge about this, so I can't be very clear, but you said you are a beginner and I just want to get things more clear for you.
I am going to take my disc catalog from a specialized program and make it into an SQLite database. I think I will work with it directly by using SQLite.NET.
I suggest you worry less about the terms for now, you will better understand what their role is by reading through documentation as you need the information while you are programming. Jump straight to business and if I can help you get started, email me at brunetu at gmx dot com.