How can I encrypt text via PGP using CFMX (on Windows)?
ColdFusion has no native PGP abilities. However, you can find solutions on the Developer's Exchange. In fact, there is a free CFC-based one called PGP CFC. I haven't tested this myself, but you might want to check it out.
On a side note - ColdFusion MX 7 added many new encryption features. Check out the docs for Encrypt.