"Shortwave radio" refers to radio transmission over the shortwave bands (SW) at radio frequencies. There is no official definition of the band range, but it always includes all of the high frequency band (HF), which extends from 3 to 30 MHz (100 to 10 meters); above the medium frequency band (MF), to the bottom of the VHF band.

The ionosphere refracts short radio waves in frequency bands, allowing them to be "reflected" back to Earth at great distances through skywave or skip propagation.

Thus shortwave radio are used for communication over very long distances, in contrast to radio waves of higher frequency, which travel in straight lines (line-of-sight propagation) and are limited by the visual horizon, about 60 km. Medium Frequency (MF) for AM radio covers long distances through skywave propagation, especially at night, while Low Frequency (LF) is ideal for maritime and navigation, propagating along Earth's surface.
Skywave radio propagation may be classified into global (average) conditions and regional (local) conditions.
Here's a banner displaying today's global conditions (courtesy of Paul L Herrman, N0NBH):
The MUF 3000 km map by KC2G illustrates the regional (current and near-future) HF propagation conditions:
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