whats_new and api_changes

Fellow developers,

I know we are now encouraged when writing a PR not to alter doc/users/whats_new.rst and doc/api/api_changes.rst directly, but rather to create files in the doc/users/whats_new and doc/api/api_changes directories instead. When building the master branch docs I was expecting the contents of these new files to be automagically incorporated in the appropriate doc sections, but this does not happen on my development system (ubuntu 14.04, python 2.7, sphinx 1.2.2).

I figure either I am doing something wrong, or this is a bug, or there is manual process at release time to cut and paste the new files into the parent files. Which is it?