Email authentication is important for proper email deliverability and help to prevent your emails from going into the spam folder at gmail, hotmail, etc. You can enable SPF and DKIM when creating a new account within WHM or you can enable SPF and DKIM from within the cPanel for your domain by going to the email section and clicking on "Authentication".
To enable SPF and DKIM in WHM when creating a new cPanel account make sure you click to enable them in the DNS setting section.
To enable DKIM and SPF in cPanel for a domain click on Authentication in the Email section then you can enable these options.