To use ActiveRecord’s migrations with Sinatra (or other non-Rails project), add the following to your Rakefile:
namespace :db do
  desc "Migrate the database"
  task(:migrate => :environment) do
    ActiveRecord::Base.logger = Logger.new(STDOUT)
    ActiveRecord::Migration.verbose = true
    ActiveRecord::Migrator.migrate("db/migrate")
  end
end
This assumes you have a task called :environment which loads your app’s
environment (requires the right files, sets up the database connection,
etc).
Now you can create a directory called db/migrate 
and fill in your migrations. I usually call the first one 
001_init.rb. (I prefer the old
sequential method for numbering migrations vs. the datetime method used
since Rails 2.1, but either will work.)