Download and install Python2 for Windows.
Download jemdoc.py and the corresponding jemdoc.css file.
Copy jemdoc.py and jemdoc.css files to whatever folder you want (e.g., D:/pages).
Create a file, name it as index.jemdoc and follow the steps provide by Jemdoc website.
Open Command Prompt and change the directory to the location of your input file.
Run the command jemdoc.py index.jemdoc. (Don't forget .py)
The file index.html should appear in the same folder as index.jemdoc.