The title explains it all how does one set up
pantheon-mail to send emails signed with
Is it possible through the UI or not?
There is no PGP/GPG support for now, but a feature request already has been filed, you can mark that it affects you as well: https://bugs.launchpad.net/pantheon-mail/+bug/1517988
You might want to post a bounty as well: https://www.bountysource.com/issues/1353854-transparent-encryption-and-signing-with-gpg