An image of a natural domain refers to any kind of image that has some variance in its structure, so it does not always present the same peculiarities.
For example, in a digits classification task, you can train your network on the MNIST dataset, that is a simple black & white set of images that are always well defined: the digit is in darker pixels, and the background is always white, they just have different shapes.
For the same task but in the natural image domain, the digits may vary in color, noise, and even position inside of a single image. As you may imagine this does not apply to digits only, but it includes any image that was not specifically created or modified to be fed into a neural network.
So, to put it simply, a neural network trained for natural images is able to perform classification in any real-life situation or scenario, without the need to edit the image to adapt it to what the network was trained for (for example, changing the color or cropping so the object you want to recognize is exactly in the center).
Here a similar question that may fill some doubts you may have.