I cannot see .sqlite or .gpkg in the catalog window of ArcMap or ArcGIS Pro. I have visited the documentation pages for ArcMap and ArcGIS Pro and both say to drag the files into the map from the catalog window. Is it possible that a security setting on my work computer prevents me from accessing these databases? I have tried saving them in various locations. These are exports from a non-ESRI application which I have downloaded from that application's website.