DKIM (DomainKeys Identified Mail) is a way to digitally sign your out going emails. This help prevent spam.
On Cpanel server, you can install for a site, run
/usr/local/cpanel/bin/dkim_keys_install CPANEL_USERNAME
If you want to enable DKIM on all sites on a cpanel server, run following as user root.
wget https://raw.githubusercontent.com/serverok/server-setup/master/cpanel/dkim-spf-all.sh bash dkim-spf-all.sh
This will also enable SPF.