How do I prevent apps from communicating with specific domains?

By "Apps" you presumably refer to the Safari browser - and other Apps that use the View Controller API.

To explicitly block traffic by URL or domain address without using an external firewall (with a appropriate ruleset), you can use an advanced content blocking App such as 1Blocker:

https://apps.apple.com/app/1blocker-ad-blocker/id1365531024

To be effective in enabling multiple filters and Safari extensions, you will need a Premium Subscription for the App.

You can find help files for 1Blocker on the Developer's website:

https://1blocker.com/

While you may not be using the Safari Browser App, Duck Duck Go and many other browsers may still use Safari's View Controller API.

If you are using a Browser that doesn't use this API, you will be entirely reliant upon the App's own tools (if any are provided) to block specific web traffic on-device.

Every App listing within the App Store has a privacy section that states the type(s) of information collected by the App.

Your options in controlling the data that may be collected and transmitted are two fold...

1) Having reviewed the privacy information, it is your choice whether or not to install and/or use the App - this being a binary decision.

2) Employ technical measures to filter/block traffic (by destination) that you wish to block - one such control method I have already suggested. Such measures require some degree of technical knowledge to be effective.

You should note that "free" Apps are notorious for collecting information. App Developers are not charities working for nothing. Apps are monetised either through being "purchased", or through some other means - such as advertising, or collecting information for analytics or other purposes. By example, Google provides "free" services - which are effectively "paid for" by collecting and selling information about you, your habits and/or interests to third-parties.