Easiest way to transfer your profile to the domain is :
Go to system properties by Control Panel > System, or the easiest way is to press Windows Flag+Pause/Break.
Go to the advanced tab (XP and before), or click on "Advanced system settings" (Vista and 7).
(You may have to start by changing type to "Roaming Profile")
Click settings under "User Profiles", then find your user and choose the copy to option. Simply choose \servername and wherever your profiles are kept.
With Active Directory users and computers, make this the profile path and next time you login, it should pull this profile from the server.
As for if you can have this profile outside of the domain - Ask your administrator to enable remote working / cached credentials and the other mobility options. This will allow you to log on and work without actually being physically on the network.
If I have mis-understood anything, please leave comments and I will edit accordingly.