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.

NOTE: This guide isn't nessessary for having a DMARC record. You can add just a basic DMARC record. 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 -

NOTE: Before you click Add Record, click on Optional Parameters to view and edit the advanced options (details at the bottom of this article).

(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

Subdomain Policy: Set how the DMARC record applies to email accounts with subdomains

DKIM and SPF mode: Setting either of these to Relaxed will allow the DKIM/SPF of a subdomain to pass the check if the DKIM/SPF record is for a different subdomain of the primary domain (or the primary domain itself). Setting to Strict means that the DKIM/SPF must match the exact DKIM/SPF of the specific subdomain

Percentage: Sets the percentage of emails which DMARC will check. It's best to leave this at 100.

Generate Failure Reports When: Sets which emails are included in the DMARC failed emails. Select All Checks to only include emails that fail all SPF/DKIM checks. Select Any Check to include emails that fail some, but pass other of the checks

Report Format: It's best to select ARFR here as it has been specifically designed for DMARC reports

Report Interval: Sets how often a report is sent (86400 seconds is default, which is 24hrs)

Send Aggregate Mail Reports To: Set which email accounts recieve complete DMARC reports (including success, failurs and partial failures)

Send Failure Reports To: Set which email accounts recieve reports of emails which failed DMARC