csvsql --db sqlite:///test.db --insert data.csv

The --db flag points csvsql at a database connection string, here a SQLite file, and --insert writes the CSV into a new table named after the file. The table is created automatically with types inferred from the data. Repeat for other files to build a relational dataset, then query it with sqlite3. Other dialects such as PostgreSQL work through the same --db URI.