MySQL is a DBMS (database management system). phpMyAdmin is a PHP web application that provides a web-based front-end to MySQL databases -- it does nothing without MySQL also being installed (along with PHP, of course).
SQLite is a different DBMS, designed to be light-weight and (relatively) easy to bundle as part of an stand-alone application -- i.e., you don't have to install a stand-alone DBMS application. (You do have to install the necessary drivers/extensions for the programming language you are using it with, in most cases.)