How it works

Sphinx from Word comes as a macro-enabled word template (.dotm file) that contains the code to take a word document and generate Sphinx source files (Alt+s will run this code.)
It also contains some code to initialize a Sphinx project. (Alt+Shift+S will run this code.)
The template defines some styles which you should use as you create your document, and the code uses these styles (along with some other Word features) to control how the Sphinx files are generated to make your website.
Once you have generated the sphinx .rst files, you run the sphinx make program to create the webpages.