In "Sacrifice of Angels", Sisko takes the Defiant into the wormhole to take out as many of the Dominion ships passing through as he can. The so-called prophets, who have other plans for Sisko (and would rather not see Bajor burned to ash) do something to make the Dominion armada 'disappear'—does anyone know what that something was?
We don't know, nor is it ever stated within the main canon (TV, Films) what happened to the Jem'Hadar fleet.
The script notes state:
The approaching Dominion reinforcement fleet has begun to be hit by some sort of strange energy jolts that crackles from ship to ship. And as we watch, the ships seem to vanish until the entire fleet has disappeared.
GARAK: Then where did they go?
Sisko begins to understand what the wormhole aliens have done.
SISKO: Wherever they went, I don't think they're coming back.
And that's literally your lot.
Moving down the canon scale, the fleet reappears in the future in the Star Trek Online mission "The 2800", later retitled as the "Cardassian Struggle".
In this mission, The Dominion fleet suddenly materialises around 40 years into the future and proceeds to board DS9 and take the crew hostage. It's up to you, the player to liberate that crew with the minimal loss of life.