@byrneh thanks for the feedback! This is undocumented because GPG signing has not been officially implemented into GitHub Desktop. It involves setting things up outside of the application, so it’s more of a workaround than an actual feature. Once we ship the feature to production we’ll have documentation to go along with it and the page on GPG signing will be updated accordingly.
The Gist with the workaround on how to set it up (GPG signing with Git and Github Desktop · GitHub) has some strong SEO as it’s the first result when you search for “GitHub Desktop GPG signing.” 
