Can you point me to the correct tutorial?
The first step is to find a service provider that will process the emails through which you will configure the cPanel server to retransmit the emails. The provider you choose will often include its own set of instructions on how to configure the smart host in cPanel & WHM or Exim in general.
Unless you have a significant number of clients that depend on the PHP mail function in their scripts, the best approach is to simply configure the script to use SMTP to send emails. This not only guarantees that it comes out through the smart host, but it is also useful to help prevent the script from being used to send SPAM.