To preface I am not 1000% sure on this stuff so please anyone who knows more correct me.
AFAIK there’s no such thing as a .pgp file.
PGP is a program developed in the 90’s, which was proprietary and made use of ciphers like RSA so every day people could actually use it. Before that, two normal people could not have a conversation over text the government could not crack, so it’s quite amazing really.
It was then made open source with OpenPGP - which is the modern implementation.
GPG (GNU Privacy Guard) is a free, open-source implementation of the OpenPGP standard. A .gpg file, as I understand it, is just an encrypted file.
Moving on to how to verify your software:
I recommend doing it, especially for Linux iso’s to make sure they are genuine and not corrupt, and absolutely 100000% for any crypto wallet.
Firstly, you need the developers public key. Sometimes it can be on the website’s page in the verification section, other times you need to dig a bit. It will either be a wall of text on the website, or a .asc file to download which is just a text file of that public key, that will be opened by your PGP software.
The public key is seen as a wall of text with -----BEGIN PGP PUBLIC KEY BLOCK----- at the beginning, and -----END PGP PUBLIC KEY BLOCK----- at the end.
You need to import that public key into your PGP program.
After that it’s simple, you just need the .sig or .asc file alongside the file you’re trying to verify. An .asc file can also be encrypted text, but it’s not the case for this example.
You then run:
gpg --verify “path to file”.sig “path to file”.iso or whatever the file extension is.
It’s basically saying, is this the signature of the corresponding public key and does it match this software. Sometimes you also need to verify a piece of software via the checksum, whereby the developer signs a file of the checksum with their public key, so you know it’s genuine, and you compare that checksum to the checksum of the file you downloaded.
Once you get the hang of it it’s okay. It’s just conceptually kinda confusing. I highly recommend this PGP tutorial by anti moonboy (and it’s a great channel overall anyway) to wrap your head around it. He goes over example of using PGP for both encrypted communications and also software verification.
There is also a whole subreddit called r/GPGpractice which is good to to ask questions in and also to find actual people to chat with using PGP as they want to learn it too.