Hi there
An external domain can not be captured by Target as it is not connected to your Target deployement.
However, not sure what you want to do exactly but you might want to consider Redirectors as described here:
https://developer.adobe.com/target/implement/email/working-with-redirectors/
Other possibility is to attach a URL parameter to the link that goes out of your domain i.e. something like this:
externaldomain.com?eurl=adobe
as long as this link is on your domain/site (where you have Target) the parameter "eurl" and value "adobe" should be recorded once this link is clicked. You would then create an audience based on the parameter and value to filter your results in order to see how many clicks went from your site to for example "adobe.com".
Hope that helps.
Greetings
Nicolas