Sphinx is an amazing documentation tool. I was up and running with gorgeous html in minutes! But generating a pdf took a little longer to figure out because IMHO on Windows using any open source is always a challenge.
Install Sphinx (1.1.3) - just use pip, easy_install, or setup, whatever you prefer.
Install MikTex package repository binary. This takes care of downloading and updating your LaTeX binaries. Alternately install TeX Live and Lua TeX Windows binaries. I haven't tested this so not sure how well it works, but essentially should be the same as MikTeX since it's the same source.