Added README.md for generating sphinx docs (#257)

* Create README for sphinx docs

* Fix spelling

* Update README.md

Add title

* Incorporate Ali's comments

docs/README.md

@@ -0,0 +1,20 @@
+Documentation
+=============
+
+Getting Started
+---------------
+
+### Installing the requirements
+
+To install dependencies required to generate sphinx documentation locally, execute the following command from the main directory:
+
+    pip install -r requirements/docs.txt
+
+### Building documentation locally
+
+To generate Python SDK documentation locally, execute the following commands:
+
+    cd docs/
+    make html
+
+This will build HTML docs in `docs/build/html/index.html`. Open this file in your web browser to see the docs.