At first, install Sphinx.
Since Sphinx is written by Python, you need to install Python and Sphinx. Windows Standalone Installer can install both software at once.
.. toctree:: :maxdepth: 2 install_windows install_windows_standalone install_unix
To create document by Sphinx, you need to create the project of the document. Creating project is similar about Scaffold of Ruby on Rails or Django Project, only answer some question.
This chapter describes the document tree structure and accomplish the form.
.. toctree:: :maxdepth: 2 make_project
You need to use reStructredText format which is similar to Wiki to writing Sphinx document. This chapter introduce useful markups.
.. toctree:: :maxdepth: 2 use_markup
This chapter describes directives which are implemented in reStructuredText.
.. toctree:: :maxdepth: 2 directives