This is how to install sphinx:

On a Mac:

Download the sphinx zip file; I got mine from here: http://sphinx-doc.org/install.html

Unzip it somewhere. In the unzipped directory, do the following as root, (sudo -i):

python setup.py build python setup.py install

Unless you already have it, install pip (https://pip.pypa.io/en/latest/installing.html)
run:

pip install sphinx

make html

This will generate html files, and leave them in the build subdirectory here.

If you want to clear your directory you can use:

make clean