In your WHM, in "Tweak Setting". Do you have a check in "Allow Creation of Parked/Addon Domains that resolve to other servers (ie domain transfers) [This can be a major security problem. If you must have it enabled, be sure to not allow users to park common internet domains.]" or "Allow Creation of Parked/Addon Domains that are not registered"?
If you do not, and this domain is not currently pointing at your cpanel server, then it will not let you. If you check those, then you are able to add domains to cpanel that either are not registered or have their domain pointing to other name servers.