Here's a prettty rough synopsis. Check this for a better intro with some simple background in cryptography: http://www.pgpi.org/doc/pgpintro/
The steps are not entirely easy (which is why I want to practice them).
- Get an implementation of PGP. GPG4Win works in windows, while a more secure approach is to make a dedicated Tails USB key and boot into the Tails OS whenever you want to use PGP.
- Generate a public key and a private key, and a public key fingerprint
- Send the public key to a friend
- Call that friend and read them the public key fingerprint
- That friend verifies the public key using the fingerprint and they own copy of PGP