/etc/mail/relay-domains is set in the sendmail.cf file as the location for
domains to relay to, yet the install does not create this file.
The file is dosumented in /usr/lib/sendmail-cf/README. The package does not
create a file for you because all it can do is to include an empty one, and we
don't want the risk of overwriting a previously existent file when sendmail is
upgraded on an older box.
Current versions of sendmail have switched to a better spam protection system.