Depending on which email interface you are using, for SmartMail, you can set the forwarder in the account itself in Settings -> My Settings -> Forwarding.
For Horde, you can set the forwarder in cPanel by clicking on Forwarders.
In regards to Gmail, sometimes forwarding emails will not get through due to Gmail's spam filter, you may consider setting a POP account on your gmail to retrieve the emails from your domain email account instead. This way it will bypass the spam filter.