How do PID controllers effect time domain and frequency domain response
These are time domain.

When talking about "time domain" or "frequency domain", or indeed any other "thing domain" we are talking about how something changes with respect to "time", "frequency", or "thing". In this case your x-axis is time, so you are in the time domain. A frequency domain analysis would typically involve graphs with frequency on the x-axis, and amplitude and/or phase as y axes.

This terminology is borrowed from maths, where domain has a more clearly defined meaning.

Note that a step response is an example of a time domain response, but other forms of time domain response also exist.