Exactly what the message tells you: you need sqlite sources to compile QtWebKit. Given you're under Windows, we can exclude the pkg-config way.
You have a copy of sqlite sources inside the qtbase
repository, so you can do in your prompt
SET SQLITE3SRCDIR=D:\path\to\qtbase\src\3rdparty\sqlite
and then qmake
and make
as usual.
(Note that you're not building from qt5.git as the message suggest, but module by module. That has its pros and its cons. Having to manually manage module (inter)dependencies is one of the cons, as you've just figured out.)