Sphinx is the document build system used by Godot for their documentation and is the method that will be detailed in this document.
Sphinx can be installed in a variety of ways (see sphinx installation and great care should be taken as to which method to use. Unlike the previous two modules, installing sphinx will also install a large number of additional modules required by sphinx.
As with the other python modules installation is simple once if you are happy with your environment setup. All that is required is to open up either a command prompt (windows) or a terminal (linux/macOS) and enter
$ pip install sphinx
see the Installation warning regarding the use of virtual environments.