Don't forget to check the FAQ too !
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How to install GnuPG ?
As FireGPG is an kind of interface to GnuPG but dosen't come with it, you must install it by yourself
If you're using GNU/Linux or MacOS, it's problaby already installed, or at least it must be in repository of your distribution. Check manual of your distribution to install it.
If you are using Microsoft Windows, you can download WinPT and GPG, install it at the default location.
Don't forget to set the correct path in option if you didn't install in commons folders !
How to use FireGPG ?
There isn't a documentation yet, but here is some howto made by users (they can be outdated !):
How to for Portable Firefox
I don't understand the concepts of signatures, key, etc..
FireGPG is a interface to GnuPG, so all principle apply to FireGPG too. You can read this pages for more information:
Notice some pages in the previous part describe some basic concepts too