I am confused now, some escrows show gpg key while others show pgp key. I still don't understand what's the use of it. And how can I get one?

First of all it is PGP key, not GPG key. PGP means Pretty GooD Privacy. In non-technical term, PGP is used to verify an identity in cryptographic way. Escrow people use it so that public can independently verify whether the message posted by the escrow is really coming from him or a identity stealer.