sqlite is a special case. Both mysql and sqlite uses "dbi" as library name, to keep compatibility with old natives as well.
They share also the same natives names and basically the same base.
Because of you can choose dynamically the driver with SQL_SetAffinity(), if you plan to use both (you have "mysql" and "sqlite" available, it's possible to create another driver), you need to manually enable them in modules.ini. So with both loaded, you can switch affinity anytime.
If you need just mysql, you have nothing to do because it will load automatically mysql module by default when you include sqlx.inc.