You have to enable foreign keys support:
PRAGMA foreign_keys=ON;
Reference: http://www.sqlite.org/foreignkeys.html
Example:
sqlite> create table A(
...> id integer primary key autoincrement,
...> subject text not null
...> );
sqlite>
sqlite> create table B(
...> id integer primary key autoincrement,
...> text integer references A(id)
...> on delete restrict
...> deferrable initially deferred
...> unique
...> );
sqlite> insert into a values(1,1),(2,2);
sqlite> insert into b(text) values(3);
sqlite> pragma foreign_keys=on;
sqlite> insert into b(text) values(4);
Error: foreign key constraint failed
sqlite>