Solution
To open such databases* with sqlite-browser, you need to copy all three files. All must be in the same directory.
* Databases stored in multiple files as stated in the question.
Why three files?
As per docs, Starting from version 1.1.0, Room uses write-ahead logging as default journal mode for devices which has sufficient RAM and running on API Level 16 or higher. It was Truncate for all devices until this version. write-ahead logging has different internal structure compared to Truncate.
Take a look at the files temporary files used by SQLite now and then :
Until version 1.1.0

From version 1.1.0

If you want to change the journal mode explicitly to Truncate, you can do it this way. But, it is not recommended because WAL is much better compared to Truncate.
public static void initialize(Context context) {
sAppDatabase = Room.databaseBuilder(
context,
AppDatabase.class,
DATABASE_NAME)
.setJournalMode(JournalMode.TRUNCATE).build();
}
Is it possible to move it to single file without changing to Truncate ?
Yes, it is. Query the following statement against the database.
pragma wal_checkpoint(full)
It is discussed in detail here here.