fix?#2687

The problem seems to be setting up python dev environment locally isn't necessarily reproducible.
This PR deprecates themakedocs script that setup and build the sphinx doc, and introduce Docker to setup/build the sphinx environment so that it works in any environments.

Regarding Github Actions, I'm not sure we want to use Docker container to run sphinx

• it's just for checking build passes with-W option
• Running sphinx in Docker in Github Actions would requires some work (we need to build the image for every run if we don't use any cache / remote repository) and a bit of trick (?)

related#3778