Leanpub produces the book starting from Markdown/Markua files. Markua is a dialect/fork of Markdown that implements book-related features like footnotes. So I just wrote it with an editor. You can find the source code of the book here https://github.com/pycabook/pycabook. Thank you for reading the book

Is it possible to compile the book source on my computer with some tool?

I don't know. I believe the Markua specification is still in progress and while it is open Leanpub is the company that pushes it the most obviously. I haven't found any Markua compiler, but for this book a Markdown compiler should cover 90% of the formatting.