You can build the docs locally by running Doxygen with the repository as your working directory.
Regular pages are created with .dox files at the root of the repository. See Doxygen's documentation for more information on this.
The events/callbacks/hooks pages are generated with PZEventDoc. Modifications to the formatting of the data should be made there.
To generate the class pages, you'll also need pz-lua-stubdata and rosetta_doxygen. However, this increases the build time massively, so if you aren't specifically trying to alter those pages, I recommend leaving them out.
See the build workflow for a closer look at how the website is built.