In the digital era, users typically interact with diverse items across multiple domains (e.g., e-commerce, streaming platforms, and social networks), generating intricate heterogeneous interaction graphs. Leveraging multi-domain data can improve recommendation systems by enriching user insights and mitigating data sparsity in individual domains. However, integrating such multi-domain knowledge for cross-domain recommendation remains challenging due to inherent disparities in user behavior and item characteristics and the risk of negative transfer, where irrelevant or conflicting information from the source domains adversely impacts the target domain's performance. To tackle these challenges, we propose HAGO, a novel framework with \textbf{H}eterogeneous \textbf{A}daptive \textbf{G}raph co\textbf{O}rdinators, which dynamically integrates multi-domain graphs into a cohesive structure. HAGO adaptively adjusts the connections between coordinators and multi-domain graph nodes to enhance beneficial inter-domain interactions while alleviating negative transfer. Furthermore, we introduce a universal multi-domain graph pre-training strategy alongside HAGO to collaboratively learn high-quality node representations across domains. Being compatible with various graph-based models and pre-training techniques, HAGO demonstrates broad applicability and effectiveness. Extensive experiments show that our framework outperforms state-of-the-art methods in cross-domain recommendation scenarios, underscoring its potential for real-world applications. The source code is available at https://github.com/zhy99426/HAGO.