The warnings don't really matter, there are usually a few warnings in every application, its the errors that matter.
Ruby is a scripting language and Rails is a web development library that is used with ruby
Wong! Most warnings are really errors. If you don't fix them then you are setting yourself up for a lot of headaches. Depending on the compiler there may be a few warnings that can be safely ignored, but making a blanket statement like you did is just plain dangerous.
Eliza: Here is an example of using SqlIte on Windows.