It is rare that cPanel customers will have direct access to generate their own CSRs and install SSL certificates. If you are a hosting customer and you use cPanel, first check with your hosting provider how you would go about requesting a CSR
WHM (Web Hosting Manager)
WebHost Manager is the control center of the CPanel / WebHost Manager package. It is used to set up and manage accounts. Use WHM to generate your CSR and install your issued certificate.
To generate a SSL certificate:
Your CSR will now have been created. Open the CSR in a text editor and copy and paste the contents into the online enrollment form when requested.
To install the certificate please have a look at the solution: SO3673
For detailed information go to the CPanel documentation: http://www.cpanel.net/docs/whm/