How can I keep my database on an SD card and use ORMLite?

you can simply add the /sdcard/ string before your database name and it will work fine

Not sure what ORM Lite is and never used it.

However, by default Android will place your database in /data/data/PACKAGE/databases/DATABASEFILE on your storage device. If you don't like that location, you can follow this article and relocate your database to wherever you want.