There is not option to enable the Domain Key inside of the WHM or cPanel. To setup a Domain Key you must log into the cPanel server via SSH / Shell as
Since you are using a MacOSX you can use the built in Telnet application. Then you will need to run the following command against your domain. You will need to change the "username" the name that cPanel has assigned to your domain.
This command will create a file called "domain.db" and will be located at "/var/named". This file will contain your Domain Key for your domain. Then you will need to reload the "Bind" service by typing the following command;
rndc reload domain
Then restart your email server by typing;
service exim restart
and your done.