Embed dotnet core (.NET Core) into native applications on Windows/Linux
Yes, it is definitely possible.
I found this documentation with examples:.NET Core Hosting Tutorial
If the link does not work anymore, search the web for "hosting .NET Core".
About AppDomains ... I guess not.If you use CoreClrHost.h you can provide an ID for the default AppDomain, but it seems to be the one and only AppDomain. For isolation you can use seperate processes. Maybe AssemblyLoadContext class can also be a help to you.
AppDomain is not coming to dotnet core. Parts of the AppDomain api will come over, but nothing directly related to the functionality you speak of. I don't believe you can embed dotnet core applications inside a native process, however inside of a native process you could boot a dotnet core process.