Where exactly to I put the PRAGMA journal_mode=WAL; line?

Either I have some incorrect version or don't understand how to use this:

#include <sqlite3.h>

int main(int argc, char** argv)
{
    sqlite3 *db;

    PRAGMA journal_mode=WAL;

 ...

gcc -g -Wall -lrt -I.. -I../../include -I../ini-parse -o prodd prodd.c -lsqlite3 ../ini-parse/ini.o ../plccommd/ocxclient.o ../util/util.o
prodd.c: In function 'main':
prodd.c:200: error: 'PRAGMA' undeclared (first use in this function)
prodd.c:200: error: (Each undeclared identifier is reported only once
prodd.c:200: error: for each function it appears in.)
prodd.c:200: error: expected ';' before 'journal_mode'

Thanks!!
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