You can do this several ways, including javascript, however, cPanel has a function in it that allows you to make redirects using a simple web-based interface.
It should be noted that some search engines like google frown on certain types of redirects, so if you are trying to get high ranks in google or other search engines you should note their policy on redirects, and be sure to use the appropriate type of redirect.
If you are trying to redirect your homepage with cPanel
Click the "redirects" icon. Make sure the first box is not empty, this can cause a nastly loop that will not redirct anything. Type index.html in the first box and then the destination url in the second.
If you are trying to redirect any other page
Click the "redirects" icon. Type foo.html in the first box and then the destination url in the second. This assumes foo.html is the old file that you want to redirect to the new url.
For a visual tutorial, click here.