This is a vague word that generally means a request or statement of position from one government to another. When a government makes a request or a demand of another government, it is in the form of a démarche. (How each country specifically defines that word varies.)
From Protocol for the Modern Diplomat (PDF), a historical document published by the U.S. State Department:
a request or intercession with a foreign official, e.g., a request for support of a policy, or a protest about the host government’s policy or actions
The actual form is often written, often as a diplomatic cable. Sometimes they are delivered verbally, usually followed by some written materials.
Démarches are usually delivered to the ambassador of the target government.
It’s a French word which means “step.”