This is where I've got so far:

def make_pdoc():
    import pdoc
    import sys
    from os import path, makedirs
    libpath = 'C:\\path\\to\\file\\'
    if path.exists(libpath):
        sys.path.append(libpath)
    pdoc.import_path.append(libpath)

    mod = pdoc.import_module('package-name-here')
    doc = pdoc.Module(mod, allsubmodules=True)
    string = doc.html(external_links=True)
    # Package level
    with open(doc.name + '/_doc/index.html', 'w') as html_file:
        html_file.write(string.encode('utf-8'))

    # Sublevel 1
    for submodule in doc.submodules():
        string = submodule.html(external_links=True)
        if submodule.is_package():
            exte = '/index.html'
        else:
            exte = '.m.html'
        dpath = (submodule.name.split('.')[0] + '/_doc/' +
                 submodule.name.split('.')[-1]) + '/'
        if not path.exists(dpath):
            makedirs(dpath)
        with open(dpath + exte, 'w') as html_file:
            html_file.write(string.encode('utf-8'))
        # Sublevel 2
        if submodule.submodules():
            for subsubmodule in submodule.submodules():
                print subsubmodule.name
                string = subsubmodule.html(external_links=True)
                if subsubmodule.is_package():
                    exte = '.html'
                else:
                    exte = '.m.html'
                with open(subsubmodule.name.split('.')[0] + '/_doc/' +
                          subsubmodule.name.split('.')[1] + '/' +
                          subsubmodule.name.split('.')[-1] +
                          exte, 'w') as html_file:
                    html_file.write(string.encode('utf-8'))

if __name__ == '__main__':
    make_pdoc()

This code creates directories in html pages according to tree structure in source package.