The syntax would be this:

#if defined(_MSC_VER)
#  pragma warning(push)
   /* Disable warnings for this file, see
   http://www.sqlite.org/faq.html#q17 why we don't care for them. */
#  pragma warning(disable: 4244)
#  pragma warning(disable: 4018)
#endif

...// code that produces warnings

#if defined(_MSC_VER)
#  pragma warning(pop)
#endif

For SQLite, I think the push/pop can be removed, as it is only a single
file and not just a section of code. Otherwise, they are good style, in
particular in header files, because they then don't affect other code.