Phenomena, all things, substance of existence—or its other definition, apart from the Buddhist teachings—laws of existence, structure of reality. Translate it how you want, it essentially point to these three definitions.
Here is the PTS Pāli-English definition of the word dhamma (this is the first few paragraphs, as the whole entry is 4 and a half pages long, which I am not going to quote):
Dhamma1 (m. & rarely nt.) [Ved. dharma & dharman, the latter a formation like karman (see kamma for expln of subj. & obj. meanings); dhṛ (see dhāreti) to hold, support: that which forms a foundation and upholds= constitution. Cp. Gr. χρόνος, Lat. firmus & fretus; Lith. derme (treaty), cp. also Sk. dhariman form, constitution, perhaps=Lat. forma, E. form] constitution etc. A. Definitions by Commentators: Bdhgh gives a fourfold meaning of the word dhamma (at DA i.99= DhA i.22), viz. (1) guṇe (saddo), applied to good conduct; (2) desanāyaṁ, to preaching & moral instruction; (3) pariyattiyaṁ, to the 9 fold collection of the Buddh. Scriptures (see navanga); (4) nissatte ( — nijjīvate), to cosmic (non — animistic) law. — No. 1 is referred to freq. in expls of the term, e. g. dhammiko ti ñāyena samena pavattatī ti DA i.249; dhamman ti kāraṇaṁ ñāyaṁ PvA 211; as paṭipatti — dhamma at VvA 84; No. 3 e. g. also at PvA 2. Another and more adequate fourfold definition by Bdhgh is given in DhsA 38, viz. (1) pariyatti, or doctrine as formulated, (2) hetu, or condition, causal antecedent, (3) guṇa, or moral quality or action, (4) nissatta — nijīvatā, or “the phenomenal” as opposed to “the substantial,” “the noumenal,” “animistic entity.” Here (2) is illustrated by hetumhi ñāṇaṃ dhammapaṭisambhidā: “analytic knowledge in dhamma’s means insight into condition, causal antecedent” Vibh 293, and see Niyama (dhamma°). Since, in the former fourfold definition (2) and (3) really constitute but one main implication considered under the two aspects of Doctrine as taught and Doctrine as formulated, we may interpret Dhamma by the fourfold connotation: — doctrine, right, or righteousness, condition, phenomenon.
— PTS Pāli-English Dictionary