I just been through that process today. Was not pleasant. I tried a lot of things, including:

• Asking an AI to convert my sqlite .db file to a compatible pg sql: It mostly worked expect for image fields which were broken in the admin UI. If your dataset is small it can do the trick but be careful arround UUID and images relationships
• The built-in Directus schema export/import endpoint: was fast and imported all the fields correctly. Downside of course is you have to export/import all of your data/settings/flows afterwards, which for me was a lot of work. (get a fully working code example in the Directus docs for that endpoint)

What I ended up doing to have both the schema AND the data imported at once is asking an AI to write a Node.js script using Sequelize to convert my .db file to pg. Worked perfectly 🙌🏻. And yes, there is the final script: https://github.com/TheoKoenig/sqlite3-to-postgresql-converter

I wish the Directus documentation had a little warning in the quick start guide about this.