Bouncy Castle can do that, you're just mixing up certificates vs. keys, as Eugene suggested.
It's X509 Certificate, and an OpenPGP keypair. Certificates are stored in a certificate store, and OpenPGP keys are stored in a keyring.
If you want to import the OpenPGP keypair you generated, you need to deal with a public keyring and a secret keyring (optional, if you have the private part of the key).
Those methods are static, be sure to generate a keyring beforhand (i.e. a certificate-store alike). Furthermore you should read about PGP's or gnupgs basic concecpt, before using these classes.