I just documented loads of my code and learnt how to use sphinx to generate the documentation. I want to include that into my github project page but I do not know how to. Does
John Paulett's answer is obviously correct and likely sufficient for most users already (+1).
Alternatively you might want to check out Ben Welsh's thorough tutorial Sphinx documentation on GitHub, which provides step by step instructions as well as a convenient Fabric based script/task tying those together to get you started to Quickly publish documentation alongside your code [...] via a single command.