In order to build documentation you need to have following tools installed:
doxygen: documentation system that is used to compile documentation
latex, pdflatex: the  compiler, needed to parse the formulas. To test I have used the teTeX 1.0 distribution. MiKTeX is recomended.
lgrind: special preprocessor for a very simple way to insert source code listings into your documents in LaTeX.

Optional:
dvips: a tool to convert DVI files to PostScript files I have used version 5.92b from Radical Eye software for testing. 
gs: the GhostScript interpreter for converting PostScript files to bitmaps. I have used Aladdin GhostScript 8.0 for testing

You can run create_guide.bat only if all examples output in the bin directory have already built.

By the default all documentation from LaTeX will be built to pdf-files in the doc directory.