You are correct. But when you compile a program that references SQLDesktop or SQLDevice then the correct native dlls will be copied during compilation to the target folder. So there is no need to manually copy it.
Note that in v6.80 the dll files are now:
Desktop - System.Data.Sqlite.dll (820kb)
Device - System.Data.Sqlite.
device.dll and SQlite.interop.060.dll
There is a new functionality in v6.80 which allows copying files during compilation:
(from SQLDevice.cs)
//version: 1.51
//ref: SQLNative\Device\System.Data.SQLite.Device.dll
//copy: SQLNative\Device\SQLite.Interop.060.dll
//ref - This library will be referenced during compilation and it will also be copied to the target folder.
//copy - This file will be copied to the target folder during compilation.
You can use these 'keywords' multiple times if needed.