This article helps you set up a DMARC record is. For an explaination of what DMARC does and how it works, click here.
Before you add a DMARC record make sure you have enabled SPF and DKIM. Click here for a guide on doing that.

Step 1 - Login to cPanel and click on the Zone Editor icon

Then click Manage for the domain you want to add the DMARC to

Step 2 - Click +Add Record then Add DMARC Record

Step 3 -

(1) Set the TTL to 900

(2) Select how you want the DMARC record to act

None: Treat failed SPF emails as normal

Quarantine: Send failed SPF emails to a SPAM/Junk folder

Reject: Reject failed SPF emails completely

(3) Click Add Record