The intermediate file `baked.md` is a complete markdown of the whole book, made by the `bakeBook.py` utility. The utility also attempts to convert `baked.md` first to LaTeX as `baked.tex` and then to PDF as `baked.pdf`. If this fails, try the following manual process.
Then convert the LaTeX file to PDF. Good results on Windows are obtained using `TeXworks` or the command `pdflatex baked.tex` (the latter needs to be run twice to satisfy references).