No, but you can easily create different Scenarios for generating data for each of your Domains. 

Let's suppose you have two Domains that are related: User and Address. A user can have 1 to many addresses. If you want to generate data for both Domains while maintaining referential integrity, you will have to create 2 scenarios:

  1. UserScenario
  2. AddressScenario

Once you create your Scenarios you can use a Scenario Chain to generate all of the data with one Scenario file. To learn more, please see the following articles: