DKIM is a set of two "keys". A private key, which needs to be added to the mail server, and a public key which is added as a DNS record.
Both of these keys are generally automatically set up for you in any new cpanel account so generally you are good to go without having to do anything.
If you need to add your secure key to a seperate mail server you can find both keys in cpanel under: Email - Email Deliverability
Be sure to keep the secure key private as otherwise third parties can spoof your email address and impersonate you.
If you are a server admin you can also find both dkim keys under:
/var/cpanel/domain_keys/public/
/var/cpanel/domain_keys/private/
As server admin you can also delete existing dkim keys in cpanel using:
/usr/local/cpanel/bin/dkim_keys_uninstall username
Or install new DKIM keys in cpanel using:
/usr/local/cpanel/bin/dkim_keys_install username