CONFIG_CPU_CAVIUM_OCTEON is not available for thedefaultarchitecture x86.
Result is shown for architecture mips

Cavium Octeon processor

modulename: c-octeon.ko

and/or

r4k_fpu.ko

configname: CONFIG_CPU_CAVIUM_OCTEON

CPU type
└─>Cavium Octeon processor
In linux kernel since version 2.6.29 (release Date: 2009-03-23)  
The Cavium Octeon processor is a highly integrated chip containing
many ethernet hardware widgets for networking tasks. The processor
can have up to 16 Mips64v2 cores and 8 integrated gigabit ethernets.
Full details can be found at http://www.caviumnetworks.com.

source code:
arch/mips/mm/