On Quantal I have:
gpg --version
gpg (GnuPG) 1.4.11
and:
gpg2 --version
gpg (GnuPG) 2.0.17
libgcrypt 1.5.0
The problem I'm having and the reason I wanted to see if Enigmail can make my key (how I ended up here) is that both gpg --gen-key and gpg2 --gen-key are giving me grief from CLI and the GPA Privacy Assistant won't allow me to generate a 4096 key. Turning out a bit complicated for a beginner. :)
I will not know what to add either, without just trying it (I guess), because besides what dholbert listed - there is also:
~$ whereis gpg
gpg: /usr/bin/gpg /usr/bin/X11/gpg /usr/share/man/man1/gpg.1.gz
~$ whereis gpg2
gpg2: /usr/bin/gpg2 /usr/bin/X11/gpg2 /usr/share/man/man1/gpg2.1.gz
No telling how it will turn out: https://help.ubuntu.com/community/GnuPrivacyGuardHowto