I currently am thinking of applying for a cashback credit card with CIMB. However, I do not have any savings account or any sort of account with CIMB. My question is, where does the cashback go to??

Hi, the cashback that you qualify/earn for this month will be automatically used to offset the amount due/payable for your next month's credit card statement.

E.g. Assuming you have a new card

16 SEP - 15 OCT:
Amount due: $245
Cashback earned: $2.45
Amount payable: $245

16 OCT - 15 NOV:
Amount due: $150
Cashback earned: $1.50
Amount payable: $150 - $2.45 = $147.55

Ps I'm using a CIMB cashback credit card too

The cashback will be automatically credited into the Cardmember’s card account in the following statement month. (From their FAQ)