Make doc compiling under windows workable

The doc generation failed under windows due to problems with sphinx
and encoded umlauts in code (see links in
https://github.com/pydata/pandas/issues/5142).

The workaround is to replace the offending text with one which does not fail
(but which makes the example a bit pointless), build the docs and restore the
old text.
Remove leftover files from doc builds

On windows, the generated files are often left over due to
"file in use" errors. Remove them after the doc build has finished.