Not friendly to Windows users

I get to the repo to learn how to use Sphinx, but I find it really not that easy for Windows users.
1st, I shall look for the Sphinx scripts & exes(like sphinx-quickstart.exe);
2nd, I shall set the %SPHINXBUILD% env-var(no tip in the material).
And there's no tips for the new comers telling how to setup the Sphinx on Windows, though it's easy to type: 'python.exe setup.py install' under the source folder.

Start with the existing Sphinx setup material and setup.py in the source folder. Document where Windows users can find Sphinx scripts and executables, how to set the %SPHINXBUILD% environment variable, and how to install Sphinx with python.exe setup.py install. Done means a newcomer can follow the Windows setup guidance without guessing.

Written by the indexing model from the issue text.