MongoDB is a NoSQL database engine. So no, afaik you cannot do direct SQL queries on it. You'd need to migrate it to SQLite first.
Depending on your use case I'd probably simply continue using MongoDB for this dataset and reference it from your SQLite database. That way you can skip the migration progress every time you update the dataset. However, this could create a technical overhead and can get messy pretty quickly.
Have you considered using their API?