I have heard that Kleopatra can be used with Linux distributions also but it's basically a good choice for windows users to generate their pgp keys. Kevinsguides has a great tutorial on his website that teaches you each step to create your own pgp keys with Kleopatra application. Here's the link of that tutorial: PGP Encryption with Kleopatra
If you are a Linux user then I also suggest you to follow the tutorial of Learn Bitcoin as that one will teach you in detail that how to create your own pgp keys on Linux. He's really written a detailed tutorials for the Linux users who want to avail pgp encryption. If you're an Android user then go with OpenKeyChain, and if you're an IOS user then you can try Instant PGP.