Unclear what to do in Connection Strings

Connection Strings needs an example. for instance, I can't work out from the docs what to send to set the journal mode to wal

If I do set the Pragma as it suggest, it throws an exception saying journal mode isn't supported, and sends me back to that page

---
#### Document Details

⚠ *Do not edit this section. It is required for docs.microsoft.com ➟ GitHub issue linking.*

* ID: 037d5b34-3e70-7c0a-eac0-2f1f1126ccd4
* Version Independent ID: 986a2664-f611-4b9b-b2f5-726831afa9f8
* Content: [Comparison to System.Data.SQLite - Microsoft.Data.Sqlite](https://docs.microsoft.com/en-us/dotnet/standard/data/sqlite/compare#connection-strings)
* Content Source: [docs/standard/data/sqlite/compare.md](https://github.com/dotnet/docs/blob/main/docs/standard/data/sqlite/compare.md)
* Product: **dotnet-data**
* GitHub Login: @bricelam
* Microsoft Alias: **bricelam**