[docs] How to build the docs using conda (#9276)

---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>

doc/contrib/docs.rst

@@ -8,23 +8,83 @@ Documentation and Examples
   :backlinks: none
   :local:
 
-*********
-Documents
-*********
+*************
+Documentation
+*************
 * Python and C documentation is built using `Sphinx <http://www.sphinx-doc.org/en/master/>`_.
 * Each document is written in `reStructuredText <http://www.sphinx-doc.org/en/master/usage/restructuredtext/basics.html>`_.
-* You can build document locally to see the effect, by running
+* The documentation is the ``doc/`` directory.
+* You can build it locally using ``make html`` command.
 
   .. code-block:: bash
 
     make html
 
-inside the ``doc/`` directory.  The online document is hosted by `Read the Docs <https://readthedocs.org/>`__ where the imported project is managed by `Hyunsu Cho <https://github.com/hcho3>`__ and `Jiaming Yuan <https://github.com/trivialfis>`__.
+  Run ``make help`` to learn about the other commands.
+
+The online document is hosted by `Read the Docs <https://readthedocs.org/>`__ where the imported project is managed by `Hyunsu Cho <https://github.com/hcho3>`__ and `Jiaming Yuan <https://github.com/trivialfis>`__.
+
+=========================================
+Build the Python Docs using pip and Conda
+=========================================
+
+#. Create a conda environment.
+
+   .. code-block:: bash
+
+     conda create -n xgboost-docs --yes python=3.10
+
+   .. note:: Python 3.10 is required by `xgboost_ray <https://github.com/ray-project/xgboost_ray>`__ package.
+
+#. Activate the environment
+
+   .. code-block:: bash
+
+     conda activate xgboost-docs
+
+#. Install required packages (in the current environment) using ``pip`` command.
+
+   .. code-block:: bash
+
+     pip install -r requirements.txt
+
+   .. note::
+      It is currently not possible to install the required packages using ``conda``
+      due to ``xgboost_ray`` being unavailable in conda channels.
+
+      .. code-block:: bash
+
+        conda install --file requirements.txt --yes -c conda-forge
+
+
+#. (optional) Install `graphviz <https://www.graphviz.org/>`__
+
+   .. code-block:: bash
+
+     conda install graphviz --yes
+
+#. Eventually, build the docs.
+
+   .. code-block:: bash
+
+     make html
+
+  You should see the following messages in the console:
+
+  .. code-block:: console
+
+    $ make html
+    sphinx-build -b html -d _build/doctrees   . _build/html
+    Running Sphinx v6.2.1
+    ...
+    The HTML pages are in _build/html.
+
+    Build finished. The HTML pages are in _build/html.
 
 ********
 Examples
 ********
-* Use cases and examples will be in `demo <https://github.com/dmlc/xgboost/tree/master/demo>`_.
+* Use cases and examples are in `demo <https://github.com/dmlc/xgboost/tree/master/demo>`_ directory.
 * We are super excited to hear about your story. If you have blog posts,
   tutorials, or code solutions using XGBoost, please tell us, and we will add
   a link in the example pages.

doc/jvm/index.rst

@@ -23,8 +23,8 @@ Installation
   :local:
   :backlinks: none
 
-Checkout the :doc:`Installation Guide </install>` for how to install jvm package, or
-:doc:`Building from Source </build>` on how to build it form source.
+Checkout the :doc:`Installation Guide </install>` for how to install the jvm package, or
+:doc:`Building from Source </build>` on how to build it from the sources.
 
 ********
 Contents