Open Passwords and Keys - GnuPG keys on the left - right click on the desired key to export and select Properties - Details- Export Secret Key: Export - add PRIVATE to the filename (example: 'Jim Boe PRIVATE.asc') - Type in your PGP Passphrase to export (if you have one).
Hamburger button (top right) - Account Settings - End-To-End Encryption - Add Key... - Import an existing OpenPGP key - Select File to Import - Select your PRIVATE key (Jim Boe PRIVATE.asc) and click Open on the top right - Continue - Input your PGP Passphrase (if you have one) - Continue - Select it to set it as your private key.
Go into Files - Find your 'Jim Boe PRIVATE.asc' file - right click on it and select Move to Trash - Then go to Trash on the left hand side - Find the 'Jim Boe PRIVATE.asc' file again - right click and select Delete from Trash
NOTE: This PRIVATE.asc file needs to be deleted *IMMEDIATELY*. If anyone else gets a hold of that file (and thus your Private Encryption Key) they will be able to read those protected e-mails meant only for you. It then defeats the whole purpose of encrypting them and you'll have to create a new encryption key pair.