“Sanctuary” is episode ten of season two of Star Trek: Deep Space Nine.
A small, damaged craft comes through the wormhole, with four passengers aboard it. The universal translator has trouble translating their language at first, but it eventually succeeds.
They are Skrreans, a matriarchal race from the Gamma Quadrant. Their homeworld had been ruled by an oppressive conquering race for eight centuries, but their conquerors have themselves just been conquered by the Dominion – an interstellar polity located in the Gamma Quadrant first mentioned in “Rules of Acquisition”.
There are three million Skrreans looking for a new home. They have legends that their original home was just on the other side of what they call the Eye of the Universe – the wormhole – and they decide that Bajor is their legendary homeland. The Bajoran provisional government doesn’t want to take in three million refugees when they are in the middle of a famine, even if the refugees say that they can take care of themselves and won’t need any help.
There are still only passing references to the Dominion.