To set up GPG fist you need to generate a GPG key, if you don't already have one, with:

gpg --gen-key

Note that the email should be the email set up in the GnuPG part of the configuration (gpg_email parameter), and the same applies for the password (gpg_password parameter). There are known cases of errors when using it with a password (instead of passwordless as in the default configuration). If it gives an error run is as root.

Then move the key to the directory set up as home directory (gpg_homedir parameter), set the user under which your webserver is running as the owner and group and the SELinux context httpd_sys_rw_content_t.

mv ~/.gnupg /var/www/MISP/
chown -R apache:apache /var/www/MISP/.gnupg
chcon -R -t httpd_sys_rw_content_t /var/www/MISP/.gnupg

Finally export the public key to the webroot.

sudo -u apache gpg --homedir /var/www/MISP/.gnupg --export --armor YOUR-EMAIL > /var/www/MISP/app/webroot/gpg.asc