Up until DME 4.1 SP1, you needed one connector per AD domain that you wanted to serve. With 4.1 SP1, DME supports cross-domain search, enabling one connector to serve users from multiple domains through the use of the Microsoft Global Catalog.
You can set up your AD and DME to support AD trees and AD forests. The DME Exchange integration documentation describes two scenarios:
You can find this documentation at the DME Resource Center. See also the description of the directory server setup: see Domain.