Verifying signed files with Gpg4win

Is there an easy guide on how to verify download files with Gpg4Win?
I installed the program, download an exe and the asc key file and use the GpgEX context menu entry.
I'm getting the error: Not enough information to check signature validity.
I read that it means the signature is valid, but not trusted, so I must import the public key from the signer first.
However, if I use the same key file to validate a totally different exe, I'm still getting the same error, so it looks like there's no validation at all.

 

https://tails.boum.org/doc/get/verify_the_iso_image_using_other_operating_systems/index.en.html, very bottom, talks about signing their key with yours.

 

Thanks, but it is still strange that it makes no difference whether the file good signed or not.
I used the instructions from Tor to verify with CMD: https://www.torproject.org/docs/verifying-signatures.html.en
If I do it that way(without signing their key with mine), it tells me the signature is good, but not trusted. If I use the same signature to verify another, unrelated file, it tells me the signature is bad, like it should. If I use the context menu with the included GpgEX, it doesn't show any difference between the proper file and another file.