import sqlite3

connDataBase = sqlite3.connect('DataBase')
cursorDataBase = connDataBase.cursor()
        
cursorDataBase.execute('''create table main
                        (KeyNum INTEGER PRIMARY KEY AUTOINCREMENT,
                        FullName TEXT,
                        TelNum TEXT,
                        BirthDate TEXT)''')

cursorDataBase.execute("""insert into main (FullName, TelNum, BirthDate) 
                        values ('Atterratio', '12-123', '12-12-99')""" )

cursorDataBase.close()
connDataBase.close()

connDataBase.commit() # забыли после insert'a