Fix doc generation for Python bindings on Windows (#204)

* doc/python: fix encoding

* github: add doc dependencies

* doc: fix open

* doc/python: use correct seperator

* cmake: add missing file

* doc/python: more fix

* [Doc][Python] Fix file inclusion in generated doc.

* cmake: fix linkage issue on Windows

* doc: yet another fix for Windows

Co-authored-by: Joseph Mirabel <jmirabel@laas.fr>