A documentation how to install a PECL-Extension is available in the PHP-Manual http://www.php.net/manual/en/install.pecl.php

The documentation is now available in the PHP-Manual http://www.php.net/manual/en/
For a more up-to-date documentation refer to the livedocs http://livedocs.phpdoc.info/index.php?l=en&q=ref.gnupg