gnupg in a flash memory

Hello at everyone, I have bought a flash memory.
This Memory, allow me to install some applications.
In this memory, there are Mozilla Firefox and Mozilla Thunderbird (portable version).
I would like install GPG to use it with Mozilla thunderbird. is it possible?

Can I install gpg in a flash memory, to use it every where?

If I can’t do it. It is good things allow it.
What do you think about this idea?

Thanks
Andrea.

I try to do like this, I want to use it on flash memory too, but it seem can’t work.