"Catch-All" or "Default" address is the address where all messages sent to a non-existent address on the domain arrive. The advantage of this option is that it avoids the possibility of missing a message mistakenly sent to a non-existent address, but the downside is that enabling this option benefits spammers.
Catch-All option in cPanel is called "Default address". The icon with this name is located in the main cPanel interface. Clicking on it will open the interface where you can activate this option and specify which address will receive the messages.