Added how to build the docs in the readme and added a make.bat for building the docs on Windows.

docs/README

-Cython's entire documentation suite is currently being overhauled.
+Welcome to Cython's documentation.
 
-For the time being, I'll use this page to post notes.
+To build the documentation on Linux, you need Make installed on your system. Then execute::
+
+	make html
+
+On windows systems, open PowerShell and type::
+
+	./make.bat html
+
+You can then see the documentation by opening in a browser ``cython/docs/build/html/index.html``.
 
 The current Cython documentation files are hosted at
 https://cython.readthedocs.io/en/latest/

docs/make.bat

+@ECHO OFF
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+	set SPHINXBUILD=sphinx-build
+)
+set BUILDDIR=build
+set ALLSPHINXOPTS=-d %BUILDDIR%/doctrees %SPHINXOPTS% .
+set I18NSPHINXOPTS=%SPHINXOPTS% .
+if NOT "%PAPER%" == "" (
+	set ALLSPHINXOPTS=-D latex_paper_size=%PAPER% %ALLSPHINXOPTS%
+	set I18NSPHINXOPTS=-D latex_paper_size=%PAPER% %I18NSPHINXOPTS%
+)
+
+if "%1" == "" goto help
+
+if "%1" == "help" (
+	:help
+	echo.Please use `make ^<target^>` where ^<target^> is one of
+	echo.  html       to make standalone HTML files
+	echo.  dirhtml    to make HTML files named index.html in directories
+	echo.  singlehtml to make a single large HTML file
+	echo.  pickle     to make pickle files
+	echo.  json       to make JSON files
+	echo.  htmlhelp   to make HTML files and a HTML help project
+	echo.  qthelp     to make HTML files and a qthelp project
+	echo.  devhelp    to make HTML files and a Devhelp project
+	echo.  epub       to make an epub
+	echo.  latex      to make LaTeX files, you can set PAPER=a4 or PAPER=letter
+	echo.  text       to make text files
+	echo.  man        to make manual pages
+	echo.  texinfo    to make Texinfo files
+	echo.  gettext    to make PO message catalogs
+	echo.  changes    to make an overview over all changed/added/deprecated items
+	echo.  xml        to make Docutils-native XML files
+	echo.  pseudoxml  to make pseudoxml-XML files for display purposes
+	echo.  linkcheck  to check all external links for integrity
+	echo.  doctest    to run all doctests embedded in the documentation if enabled
+	goto end
+)
+
+if "%1" == "clean" (
+	for /d %%i in (%BUILDDIR%\*) do rmdir /q /s %%i
+	del /q /s %BUILDDIR%\*
+	goto end
+)
+
+
+%SPHINXBUILD% 2> nul
+if errorlevel 9009 (
+	echo.
+	echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
+	echo.installed, then set the SPHINXBUILD environment variable to point
+	echo.to the full path of the 'sphinx-build' executable. Alternatively you
+	echo.may add the Sphinx directory to PATH.
+	echo.
+	echo.If you don't have Sphinx installed, grab it from
+	echo.http://sphinx-doc.org/
+	exit /b 1
+)
+
+if "%1" == "html" (
+	%SPHINXBUILD% -b html %ALLSPHINXOPTS% %BUILDDIR%/html
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The HTML pages are in %BUILDDIR%/html.
+	goto end
+)
+
+if "%1" == "dirhtml" (
+	%SPHINXBUILD% -b dirhtml %ALLSPHINXOPTS% %BUILDDIR%/dirhtml
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The HTML pages are in %BUILDDIR%/dirhtml.
+	goto end
+)
+
+if "%1" == "singlehtml" (
+	%SPHINXBUILD% -b singlehtml %ALLSPHINXOPTS% %BUILDDIR%/singlehtml
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The HTML pages are in %BUILDDIR%/singlehtml.
+	goto end
+)
+
+if "%1" == "pickle" (
+	%SPHINXBUILD% -b pickle %ALLSPHINXOPTS% %BUILDDIR%/pickle
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can process the pickle files.
+	goto end
+)
+
+if "%1" == "json" (
+	%SPHINXBUILD% -b json %ALLSPHINXOPTS% %BUILDDIR%/json
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can process the JSON files.
+	goto end
+)
+
+if "%1" == "htmlhelp" (
+	%SPHINXBUILD% -b htmlhelp %ALLSPHINXOPTS% %BUILDDIR%/htmlhelp
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can run HTML Help Workshop with the ^
+.hhp project file in %BUILDDIR%/htmlhelp.
+	goto end
+)
+
+if "%1" == "qthelp" (
+	%SPHINXBUILD% -b qthelp %ALLSPHINXOPTS% %BUILDDIR%/qthelp
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can run "qcollectiongenerator" with the ^
+.qhcp project file in %BUILDDIR%/qthelp, like this:
+	echo.^> qcollectiongenerator %BUILDDIR%\qthelp\Sphinx-Gallery.qhcp
+	echo.To view the help file:
+	echo.^> assistant -collectionFile %BUILDDIR%\qthelp\Sphinx-Gallery.ghc
+	goto end
+)
+
+if "%1" == "devhelp" (
+	%SPHINXBUILD% -b devhelp %ALLSPHINXOPTS% %BUILDDIR%/devhelp
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished.
+	goto end
+)
+
+if "%1" == "epub" (
+	%SPHINXBUILD% -b epub %ALLSPHINXOPTS% %BUILDDIR%/epub
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The epub file is in %BUILDDIR%/epub.
+	goto end
+)
+
+if "%1" == "latex" (
+	%SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; the LaTeX files are in %BUILDDIR%/latex.
+	goto end
+)
+
+if "%1" == "latexpdf" (
+	%SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex
+	cd %BUILDDIR%/latex
+	make all-pdf
+	cd %BUILDDIR%/..
+	echo.
+	echo.Build finished; the PDF files are in %BUILDDIR%/latex.
+	goto end
+)
+
+if "%1" == "latexpdfja" (
+	%SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex
+	cd %BUILDDIR%/latex
+	make all-pdf-ja
+	cd %BUILDDIR%/..
+	echo.
+	echo.Build finished; the PDF files are in %BUILDDIR%/latex.
+	goto end
+)
+
+if "%1" == "text" (
+	%SPHINXBUILD% -b text %ALLSPHINXOPTS% %BUILDDIR%/text
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The text files are in %BUILDDIR%/text.
+	goto end
+)
+
+if "%1" == "man" (
+	%SPHINXBUILD% -b man %ALLSPHINXOPTS% %BUILDDIR%/man
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The manual pages are in %BUILDDIR%/man.
+	goto end
+)
+
+if "%1" == "texinfo" (
+	%SPHINXBUILD% -b texinfo %ALLSPHINXOPTS% %BUILDDIR%/texinfo
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The Texinfo files are in %BUILDDIR%/texinfo.
+	goto end
+)
+
+if "%1" == "gettext" (
+	%SPHINXBUILD% -b gettext %I18NSPHINXOPTS% %BUILDDIR%/locale
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The message catalogs are in %BUILDDIR%/locale.
+	goto end
+)
+
+if "%1" == "changes" (
+	%SPHINXBUILD% -b changes %ALLSPHINXOPTS% %BUILDDIR%/changes
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.The overview file is in %BUILDDIR%/changes.
+	goto end
+)
+
+if "%1" == "linkcheck" (
+	%SPHINXBUILD% -b linkcheck %ALLSPHINXOPTS% %BUILDDIR%/linkcheck
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Link check complete; look for any errors in the above output ^
+or in %BUILDDIR%/linkcheck/output.txt.
+	goto end
+)
+
+if "%1" == "doctest" (
+	%SPHINXBUILD% -b doctest %ALLSPHINXOPTS% %BUILDDIR%/doctest
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Testing of doctests in the sources finished, look at the ^
+results in %BUILDDIR%/doctest/output.txt.
+	goto end
+)
+
+if "%1" == "xml" (
+	%SPHINXBUILD% -b xml %ALLSPHINXOPTS% %BUILDDIR%/xml
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The XML files are in %BUILDDIR%/xml.
+	goto end
+)
+
+if "%1" == "pseudoxml" (
+	%SPHINXBUILD% -b pseudoxml %ALLSPHINXOPTS% %BUILDDIR%/pseudoxml
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The pseudo-XML files are in %BUILDDIR%/pseudoxml.
+	goto end
+)
+
+:end