An "agenda" is a plan for what should be done. (The word has some other possible meanings, but let's leave it at that for now.)
"Domestic" means "having to do with the home."
So in a political context, a "domestic agenda" is the plan for what should be done in the homeland (as opposed to abroad).
(Other meanings of "agenda," outside the context of the phrase "domestic agenda," include 1) a list of things to do, 2) a book or calendar for writing down such things, or 3) the motive behind some action.