But besides Tea Leoni playing the new Secretary of State, we're introduced to the man who requested she take the job - President Conrad, as played by Keith Carradine.
I've lost track of how many alternate Presidents I've suggested for taking office after the Presidents depicted in other shows like 'The West Wing' and 'Commander In Chief'. As long as she's not from the main Toobworld, it really doesn't matter for the focus of the Toobworld Dynamic.
But this may be a Toobworld in which Conrad is supposed to have succeeded Obama, or it's a world in which Earth Prime events have also taken place but with different outcomes and participants. The second week episode is called "Another Bengazi" and reference is made to that administration's "own Snowden". So there are televersions for Edward Snowden and the embassy attack, but the details may vary greatly.
I'm leaning towards the second theory - that 'Madam Secretary' takes place concurrently with the events of the real world and Toobworld. We'll have to see if they mention any past POTUS from that world and see if they match up with the other men who have served in the Oval Office. ('The West Wing' took its line of fictional presidents back to General Owen Lassiter - probably around the time of Ronald Reagan in the real world - but President Nixon did get at least one reference during the series' run.
So WNKW is not a CBS affiliate in this world, but instead it probably carries on the theory that it is a "super-station" in this Toobworld as well as in Earth Prime-Time.