The MWG can definitly work with multiple Active Directory servers. Under User Management > Windows Domain Membership you can 'join' the Web Gateway to your individual domains. After that you can just configure the Web Gateway as you normally would.
Some notes before adding it to the domain, you must make sure that the Web Gateway can resolve the FQDN of your DC (so... hostname.domain.tld) otherwise you will have communication issues with the Web Gateway and the DC. If needed you can add an entry to the /etc/hosts file to allow the Web Gateway to resolve your DC to its IP address.
One other consideration, when setting up the Web Mapping, specifically a Group Mapping, you may or may not want to enable the option for 'Add domain name to group name (resulting in DOMAIN\group)' enabling this option in the mapping would allow you to create rules for specific the specific domain.
Thanks for your prompt reply. I think that the key is "to enable the option for 'Add domain name to group name (resulting in DOMAIN\group)' enabling this option in the mapping would allow you to create rules for specific the specific domain."
So through this I can have different groups that will belong to different domains and apply a policy on each one.
Hello again Charis,
You are correct, enabling that option will allow rules specific to be that domain.