To activate the Cross-Site Collection Publishing feature in SPO

1. Verify that the user account that performs this procedure is a site collection administrator on the authoring site collection.
2. On the top-level site of the authoring site collection, on the Settings menu, click Site Settings.
3. On the Site Settings page, in the Site Collection Administration section, click Site collection features.
4. On the Site Collection Features page, next to Cross-Site Collection Publishing, click Activate.

Note:

Deactivating the Cross-Site Publishing feature on an authoring site will not remove the contents of a connected catalog from a publishing site. By deactivating this feature, you will no longer be able to modify existing catalog settings, or connect other publishing sites to catalogs within the site collection. To remove contents of a connected catalog from a publishing site, you have to disconnect the publishing site from the catalog.

Ref:http://technet.microsoft.com/en-us/library/jj656774(v=office.15).aspx