A very good tutorial if want MODx on multiple Domains with one Core
Here you can find a really good step by step Tutorial who to set up MODx Revolution on multiple Domains / Sudomains.
All you need is one working Installation, cause all Domains will access the same core and will be manageable through one Backend.
This is pretty much the approach Wordpres-MU tries to accomplish, but as always, MODx does it better ;), check it out.