Give better instructions for building the docs (#2266)

Author: odow

docs/README.md

@@ -1,20 +1,39 @@
-JuMP.jl Documentation README
-================================
+# JuMP Documentation README
 
-JuMP.jl's documentation is written with [Documenter.jl](https://github.com/JuliaDocs/Documenter.jl). To install it, run the following command in a Julia session:
+**The documentation currently requires Julia 1.0.x to build.**
 
-```julia
-Pkg.add("Documenter")
+JuMP's documentation is written with [Documenter.jl](https://github.com/JuliaDocs/Documenter.jl).
+
+## Initial setup
+
+To build the documentation, you need to do a series of initialization steps. 
+However, you only need to do this once!
+
+First, you will need a local copy of JuMP. If you don't have one already, run:
+```
+$ julia -e 'import Pkg; Pkg.develop("JuMP")'
+```
+
+This will create a copy of JuMP at `~/.julia/dev/JuMP`. (On Windows, this will
+be located at `C:\\Users\\<your_user_name>\\.julia\\dev\\JuMP`.) Open a terminal,
+and `cd` to that directory:
+```
+$ cd ~/.julia/dev/JuMP
 ```
 
+The next step is to setup the `docs` environment.
+```
+$ julia --project=docs -e 'import Pkg; Pkg.instantiate(); Pkg.develop(Pkg.PackageSpec(path="."))'
+```
 
-Building the documentation
---------------------------
+Now you're ready to build the documentation.
 
-The documentation is built using the following command:
+## Building the docs
 
-```julia
-julia --project=. --color=yes make.jl
+Build the docs as follows:
+```
+$ cd ~/.julia/dev/JuMP
+$ julia --project=docs docs/make.jl
 ```
 
-The compiled documents can be viewed at `build/index.html`.
+The compiled documents can be viewed at `~/.julia/dev/JuMP/docs/build/index.html`.