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Installation is decribed in the file INSTALL and given that you are already reading this documentation we can only give some hints on further configuration. If you plan to use dirmngr as a system daemon and not only as a part of GnuPG 2, you should read on.
If dirmngr is started in system daemon mode, it uses a directory layout as common for system daemon and does not make use of the drefault ~/.gnupg directory. To comply with the rules on GNU/Linux systems you should have build time configured dirmngr using:
./configure --sysconfdir=/etc --localstatedir=/var
This is to make sure that the configuration file is searched in the directory /etc/dirmngr and the variable data below /var; the default would be to install them in the /usr/local too where the binaries get installed. If you selected to use the --prefix=/ you obviously don't need those option as they are the default then. Further on we assume that you used these options.
Dirmngr makes use of several directories when running in daemon mode:
Note that for OCSP responses the certificate specified using the option
--ocsp-signer is always considered valid to sign OCSP requests.
To be able to see what's going on you should create the configure file /etc/dirmngr/dirmngr.conf with at least one line:
log-file /var/log/dirmngr/dirmngr.log
To be able to perform OCSP requests you probably want to add the line:
allow-ocsp
Now you may start dirmngr as a system daemon using:
dirmngr --daemon
Please ignore the output; it is not needed anymore. Check the log file to see whether all trusted root certificates have benn loaded correctly.