An SSL certificate from a certificate authority usually comes with an intermediate certificate (also called a CA bundle or chain). Browsers need it to trust your certificate. Free certificates installed through cPanel include it automatically, so you only need this for a certificate you bought and install yourself.
Your certificate authority normally sends the CA bundle with your certificate, or lets you download it from your account with them. If you can't find it, download it from the issuer:
- DigiCert, RapidSSL, GeoTrust, Thawte: DigiCert intermediate certificates
- Sectigo (formerly Comodo): Sectigo knowledge base (search "intermediate certificates")
In cPanel, paste the CA bundle into the Certificate Authority Bundle box when you install the certificate. See Create a CSR for a Paid SSL Certificate for the full steps.