Hi Naseer,
You could create one in a notepad and save it as crossdomain.xml, and place it in C:\inetpub\wwwroot.
Using crossdomain.xml—ArcGIS API for Flex | ArcGIS for Developers
Its content should look like this.
<?xml version="1.0"?>
<!DOCTYPE cross-domain-policy SYSTEM "http://www.adobe.com/xml/dtds/cross-domain-policy.dtd">
<cross-domain-policy>
<site-control permitted-cross-domain-policies="all"/>
<allow-access-from domain="*"/>
</cross-domain-policy>
Change the parameter "*" in Allow access from domain to "<*.DomainName>"