I don't know if one of them is working on Windows.
It's a while that I setup and used the docs environment on Linux, but if iirc I had to run a script to start the Sphinx server too.
This makes sense for me, as I'm not working regularly with Sphinx.
I feel certain, that there are solutions for auto start if one uses Sphinx tools daily.
investing less than half an hour into Search function can save hours or days of waiting for a solution