If you are getting this error on Windows WML Ubuntu 20.04, then the shortest answer is that you made a mistake and should’ve installed 18.04 LTS instead ( at least for now – because this won’t be the last issue you run into .. )

Should you still insist on using 20.04, then all you have to do is uninstall the gpg that comes installed by default and install gnupg1 package instead

sudo apt remove gpg

sudo apt install gnupg1