New tutorial: How to generate local PCL doc

Can be merged but I get these problems while generating the documentation: (same as issue #758 ?)

```
sh: 1: latex: not found
error: Problems running latex. Check your installation or look for typos in _formulas.tex and check _formulas.log!
sh: 1: dvips: not found
error: Problems running dvips. Check your installation!
```
I think it makes sense to link to the tutorial where this is done.