By default, Jenkins uses ADSI to talk to Active Directory, and doing this doesn't require the domain name to be configured.
However, while unconfirmed, there are reports that this mechanism fails if the user account that's running Jenkins is not a domain user (which is the case if you install Jenkins as a service, for example.) In such a case, please specify the domain name explicitly here, and Jenkins uses standard LDAP protocol to talk to Active Directory.
It is also possible to specify multiple domains by separating them with a comma.