This message is bad news. It means that the Bridge Compass database on your disk is corrupted. The easiest way to solve this is to restore a backup. You can start Bridge Compass and ignore the advice that you should close the application. Through the database menu you can restore a backup. For more information see Backup and Restore.
There are other options if you don't have a suitable backup.
First SQLite has a client tool that you can run from the command line. F.i. on Windows you can open an command window and navigate to the folder that contains the downloaded sqlite3.exe. The next two commands will do the job:
sqlite3 "corrupt.db" .recover >data.sql
sqlite3 "recovered.db" <data.sql
The recovered.db will be your new db that you can restore. Note that you (usually) need double qoutes for the database name and location.
With a grafical tool like DB browser for SQLite you can export the corrupt DB and import it in a new one. There is one pitfall though. The export of an older Bridge Compass database is on this moment not suitable for import. An issue is reported to the developers of this tool and may be fixed in the near future. You can fix this manually by editing the exported database.sql file. There are five fields in the db definitions (top of the sql file) that need to be single qouted. Four of them in the project table and one in the boardplayed table.
"contractlead" text DEFAULT '3NE',
"contracta" text DEFAULT '1NS',
"contractb" text DEFAULT '3NS',
"createsettings" text DEFAULT '1;16;4;4',
"event" text DEFAULT 'bridge compass'