documentation: describe how to setup a docs building environment

Author: aaronmarkham

README.rst

@@ -161,14 +161,40 @@ You can also run them in parallel:
 Building Sphinx docs
 ~~~~~~~~~~~~~~~~~~~~
 
-``cd`` into the ``doc`` directory and run:
+Setup a Python environment with ``sphinx`` and ``sagemaker``:
+
+::
+
+    conda create -n sagemaker python=3
+    conda activate sagemaker
+    conda install sphinx
+    pip install sagemaker --user
+
+Install the Read The Docs theme:
+
+::
+
+    pip install sphinx_rtd_theme
+
+
+Clone/fork the repo, ``cd`` into the ``sagemaker-python-sdk/doc`` directory and run:
 
 ::
 
     make html
 
 You can edit the templates for any of the pages in the docs by editing the .rst files in the ``doc`` directory and then running ``make html`` again.
 
+Preview the site with a Python web server:
+
+::
+
+    cd _build/html
+    python -m http.server 8000
+
+View the website by visiting http://localhost:8000
+
+
 MXNet SageMaker Estimators
 --------------------------