Anyhow, getting RubyMine up and running worked out pretty well. I installed Ruby OK, got gems going, installed Rails via gem and used "gem install sqlite3-ruby" to, I thought, install the sqlite3 support for Ruby. RubyMine recognized my Ruby and Rails installs, but then when I went to do a db:migrate:all on a sample probject, I got an error dialog that said:
This application has failed to start because sqlite3.dll was not found. Re-installing the application may fix this problem.
So it turns out the "sqlite3-ruby" gem does not actually provide the .dll. I had to go to the sqlite site and get the windows .dll download. I put it in my Ruby\bin directory, and then it would run my migration.
This isn't exactly rocket science, but I just wanted google to index this in case someone else needed this info.