Just so people looking for information in the future know, to build the documentation, you use the Sphinx-Build program.
http://sphinx-doc.org/index.html
The command should be:
sphinx-build ./source ./output
where ./source is the source directory in the doc directory of the OpenMC source and output is the output directory you’ve made.
Thought I should post this; I didn’t see anything in the documentation online building the documentation.