(Inspired by https://help.github.com/articles/generating-a-new-gpg-key/.)
Install Homebrew (we will use Homebrew package manager to install gpg
utility).
ℹ️ You could also install https://gpgtools.org instead, but I have no experience with it; so this guide will assume you have Homebrew installed.
Install gpg
using Homebrew:
brew install gpg