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These challenges are not new to the field and, indeed, Federated Learning (FL) has been shown to be a promising solution in similar setups. This paper tackles the specific case of Domain-Adaptive Pre-Training (DAPT), a key step in the application of FMs. We conduct the first comprehensive empirical study to evaluate the performance of Federated Domain-Adaptive Pre-Training (FDAPT). We demonstrate that FDAPT can maintain competitive downstream task performance to the centralized baseline in both IID and non-IID situations. Finally, we propose a novel algorithm, Frozen Federated Domain-Adaptive Pre-Training (FFDAPT). 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