The Duma were council assemblies which was created by the Tsar of Russia. Simply it is a form of Russian governmental institution, that was formed during the reign of the last Tsar, Nicholas II. It is also the term for a council to early Russian rulers (Boyar Duma), as well as for city councils in Imperial Russia ('Municipal dumas'), and city and regional legislative bodies in the Russian Federation.
Read more about Duma: In Early Russian History, Municipal Dumas, State Duma in Imperial Russia, State Duma in The Russian Federation