Building the docs requires additional dependencies; they can be installed with pip install seaborn[stats,docs].
The build process involves conversion of Jupyter notebooks to rst files. To facilitate this, you may need to set NB_KERNEL environment variable to the name of a kernel on your machine (e.g. export NB_KERNEL="python3"). To get a list of available Python kernels, run jupyter kernelspec list.
After you're set up, run make notebooks html from the doc directory to convert all notebooks, generate all gallery examples, and build the documentation itself. The site will live in _build/html.
Run make clean to delete the built site and all intermediate files. Run make -C docstrings clean or make -C tutorial clean to remove intermediate files for the API or tutorial components.
If your goal is to obtain an offline copy of the docs for a released version, it may be easier to clone the website repository or to download a zipfile corresponding to a specific version.