On Monday, 11 March 2019 17:17:05 UTC+1, [email protected] wrote:
>
> Could someone share with me please how to create the following 
> functionality:
>
> http://hplgit.github.io/teamods/sphinx_api/html/
>
> In the above link the toc has headers and subheaders. If you click on 
> a subheader (e.g.: Mathematics) it will direct you to the next page.
>
 
That seems like just another toctree 
<https://www.sphinx-doc.org/en/1.8/usage/restructuredtext/directives.html#directive-toctree>
 
in the pages. E.g., a minimal example from the top of my head:

index.rst:
Title of my project
===================

The home of my project... The title here will be the title/home button in 
the theme (most themes do not render it in sidebar toc).

.. toctree::
   :maxdepth: 2

   otherpages/foo

otherpages/foo.rst:
Title of otherpages
===================

Welcome to other pages, this title above will end up as first level in toc 
sidebar, on otherpages/foo.html.

.. toctree::

   bar
   baz

otherpages/bar.rst:
Bar!
====

The 'Bar!' title will end up as second level in toc (but first level on 
page content), on a separate page: otherpages/bar.html.

Does that explain it? :-)

HTH

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