I did not try to use the SQLite, but it should be work if you have supplied right information for the DB connection. I found that the Eclipse also provides the SQLite connection wizard.
You could follow the steps in 'Create Database Connection' section of page http://wiki.eclipse.org/EDT:Tutorial:_RUI_With_DataBase_Lesson_3. Of course, you should select the SQLite and specify the correct JDBC driver. And in the EGL project, you should use this connection configured for SQLite.