You can download Doxygen here: http://www.stack.nl/~dimitri/doxygen/download.html

To generate the doxygen documentation, use the 'Doxyfile' in this directory.
Set the root folder ("ezEngine/Trunk/Documentation") as doxygens working directory.

You can then find the documentation in:
ezEngine/Trunk/Output/Doxygen/html/index.htm

Also install the 'Graphviz Dot Tool' for nicer graph visualizations:
http://www.graphviz.org/Download.php