Ah! You can do this from a Terminal window. If you don’t already have a GPG key, you can follow instructions like these on the Ubuntu wiki to create one. Here’s an example from my system:
$ gpg --full-gen-key
gpg (GnuPG) 2.1.18; Copyright (C) 2017 Free Software Foundation, Inc.
This is free software: you are free to change and redistribute it.
There is NO WARRANTY, to the extent permitted by law.
Please select what kind of key you want:
(1) RSA and RSA (default)
(2) DSA and Elgamal
(3) DSA (sign only)
(4) RSA (sign only)
Your selection?
RSA keys may be between 1024 and 4096 bits long.
What keysize do you want? (2048)
Requested keysize is 2048 bits
Please specify how long the key should be valid.
0 = key does not expire
<n> = key expires in n days
<n>w = key expires in n weeks
<n>m = key expires in n months
<n>y = key expires in n years
Key is valid for? (0)
Key does not expire at all
Is this correct? (y/N) y
GnuPG needs to construct a user ID to identify your key.
Real name: Will Thompson
Email address: wjt@endlessm.com
Comment:
You selected this USER-ID:
"Will Thompson <wjt@endlessm.com>"
Change (N)ame, (C)omment, (E)mail or (O)kay/(Q)uit? o
gpg: key A71EB7858BC2C387 marked as ultimately trusted
gpg: directory '/home/wjt/.gnupg/openpgp-revocs.d' created
gpg: revocation certificate stored as '/home/wjt/.gnupg/openpgp-revocs.d/228926EC1E1EDDBBED93168FA71EB7858BC2C387.rev'
public and secret key created and signed.
pub rsa2048 2018-01-18 [SC]
228926EC1E1EDDBBED93168FA71EB7858BC2C387
228926EC1E1EDDBBED93168FA71EB7858BC2C387
uid Will Thompson <wjt@endlessm.com>
sub rsa2048 2018-01-18 [E]
Having done this, it was visible in Evolution:
If you already have a key on another machine, you can export and import it.
Hope this helps!