I'm attempting to setup a file transfer activity from the Marketing Cloud Safehouse to our FTP Export Folder, encrypted. However, to do this, I have to enable a 'Customer Public Key'. On the activity it shows 'No Items' in the drop down. Is this something I need to setup or have Salesforce enable?
You need to upload your PGP key under Key Management in Setup.
Select Asymmetric, fill out Name and External Key fields, and upload the file containing your public PGP key: Find more information on how to do this, on these pages.
When creating an upload file transfer activity that moves a file from your Marketing Cloud account to an external location, you can encrypt the file using PGP or GPG encryption. Upon execution of the activity, Marketing Cloud encrypts the specified file and moves it to the specified location.
Once created, the key will appear in the drop down of your file transfer activity