Concept:
A relation \(R\) from a set \(A\) to a set \(B\) is a collection of ordered pairs.
The domain of a relation consists of all first elements of the ordered pairs belonging to the relation.
If
\[
R=\{(x,y)\mid \text{condition on }x\text{ and }y\}
\]
then the domain is the set of all values of \(x\) for which at least one value of \(y\) exists satisfying the given condition.
In this problem:
\[
R=\{(x,y)\mid x,y\in \mathbb{Z},\ x^2+y^2\leq 4\}
\]
Since both \(x\) and \(y\) are integers, we must find all integer values of \(x\) for which there exists at least one integer \(y\) satisfying:
\[
x^2+y^2\leq 4
\]
Step 1: Understanding the given inequality
We are given:
\[
x^2+y^2\leq 4
\]
Since squares are always non-negative,
\[
x^2\leq 4
\]
because \(y^2\geq 0\).
Now solve:
\[
x^2\leq 4
\]
Taking square roots,
\[
-2\leq x\leq 2
\]
Since \(x\in \mathbb{Z}\), the possible integer values are:
\[
x=-2,-1,0,1,2
\]
Now we must check whether for each of these values there exists at least one integer value of \(y\) satisfying the inequality.
Step 2: Checking each possible value of \(x\)
\(x=-2\)
Substituting into the inequality:
\[
(-2)^2+y^2\leq 4
\]
\[
4+y^2\leq 4
\]
\[
y^2\leq 0
\]
Thus,
\[
y=0
\]
which is an integer.
Hence, \(x=-2\) belongs to the domain.
\(x=-1\)
\[
(-1)^2+y^2\leq 4
\]
\[
1+y^2\leq 4
\]
\[
y^2\leq 3
\]
Possible integer values:
\[
y=-1,0,1
\]
Hence, at least one integer \(y\) exists.
Therefore, \(x=-1\) belongs to the domain.
\(x=0\)
\[
0^2+y^2\leq 4
\]
\[
y^2\leq 4
\]
Possible integer values:
\[
y=-2,-1,0,1,2
\]
Hence, \(x=0\) belongs to the domain.
\(x=1\)
\[
1+y^2\leq 4
\]
\[
y^2\leq 3
\]
Possible integer values:
\[
y=-1,0,1
\]
Thus, \(x=1\) belongs to the domain.
\(x=2\)
\[
2^2+y^2\leq 4
\]
\[
4+y^2\leq 4
\]
\[
y^2\leq 0
\]
Hence,
\[
y=0
\]
Therefore, \(x=2\) also belongs to the domain.
Step 3: Writing the domain
All possible values of \(x\) are:
\[
\{-2,-1,0,1,2\}
\]
Therefore, the domain of the relation \(R\) is:
\[
\boxed{\{-2,-1,0,1,2\}}
\]
Hence, the correct option is:
\[
\boxed{(C)}
\]