> Does this just work, or do you need to do something?

You need to do something.

> Is there a link to some documentation?

I've taken the stance that the CHANGES file should be just a quick summary in *text* form - i.e. it's *not* reST. It's doesn't get consumed by Sphinx so it doesn't make sense to litter it with machine-readable line-noise.

The "What's new" page for 1.3 *does* include more detail.