GPG is available on Windows, and there are GPG plug-ins for Outlook (G-Data, WinPutlook, GPGol) and for Eudora, but the market standard on Windows is the commercial PGP from PGP corporation.
The latest versions of PGP and GPG are compatible if you use the algorithms supported by both.
If you use GPG, you should use the ZIP compression, the MD5, SHA1, or RIPEMD160 hash algorithms, and the IDEA, 3DES, or CAST5 algorithms to be compatible with PGP 6 and above. Also, GPG version 5 supports only ElGamal type 16 signatures, where PGP creates an ElGamal type 20 signature by default.
You can also use the arguments --pgp2, --pgp6, --pgp7, or --pgp8 to force compatibility with PGP version 2, 5, 6, 7, or 8.
It is not very convenient to have to add the --pgpx argument every time you type a command. To make the compatibility useable for all, you can create an alias to the gpg command:
alias gpg='gpg --pgp8'
Each call to gpg will actually execute gpg --pgp8 [OPTIONS].
To remove the alias, use the command unalias pgp.
If you use PGP, avoid the default IDEA and RSA algorithms. They are patented in the United States; most Linux distributions do not provide these algorithms with GPG.