There are up to date manuals and instructions there.
This is what it looked like in 2006.
Screen shots showing how to use "GPGee" Windows interface to GnuPG
(included in the above install).
File the notepad file in a directory window ("Explorer") and
Right-Click it. From the drop-down menu select "GPGee".
Select "Sign & Encrypt" to be done in one operation.
You next get to choose the recipients from the list of Public Keys
in your Public Key Ring. It will automatically add your Public
Key as well, the one that matches the Private "Signing Key" shown
below, so you can decrypt the message later.
You can check your message by decrypting it. Choose "Decrypt
& Verify" (the only option for files whose extention is "asc",
"gpg", or "pgp". You will see a list of recipients and key
identifiers. Your Public Key is also present but not shown
(except in the "Signing Key" box.
With a sucessful decryption, you should see the results and the new
plaintext file's name in another pop up.
Other programs that are available (WinPT and the GPG Shell promgram are
in the abouve installer). Use WinPT to generate your personal
Public/Private Key pair.
GPG Shell
-- First install GPG and then install the GPG Shell. This software is
produced by a guy named Roger Sondermann. Open the Utility
"Command Prompt".
Nullify -- Easiest. It's a Windows installer and it includes GnuPG and the shell, so the install is one step.
WinPT -- This package is a tad more difficult to use, but it works on the clipboard so it is compatible with ALL mail or text programs.
Wikipedia article on GnuPG -
http://en.wikipedia.org/wiki/GNU_Privacy_Guard
Another interface program, "GNU Privacy Assistant" has a check box only called "Armor" which leads to a ".asc" file rather than a binary ".gpg" file.