"Shortwave" means roughly the same thing as "HF": 3 to 30 MHz.
It definitely does not include the FM broadcast (around 90 MHz, too high) or AM broadcast (around 1 MHz, too low) bands received by a typical car radio.
Shortwave frequencies have the unique property of supporting ionospheric propagation, which means under the right conditions they can propagate globally.
3 to 30 MHz is a large chunk of spectrum and it is not all allocated to any one use. Of particular interest may be the shortwave broadcast bands which are several allocations set aside by the ITU (and thus in turn, most national regulatory authorities) for broadcast stations intended to be received by the public.
Due to the potential for global propagation, these broadcasts tend to offer interesting international programming not available on the ordinary AM and FM bands. International news (sometimes propaganda), language lessons, and religious broadcasts are some of the things you might find.
The ITU allocated shortwave broadcast bands are:
- 3200-3400 kHz
- 3900-4000 kHz
- 4750-4995 kHz
- 5900-6200 kHz
- 7200-7450 kHz
- 9400-9900 kHz
- 11600-12100 kHz
- 13570-13870 kHz
- 15100-15800 kHz
- 17480-17900 kHz
- 18900-19020 kHz
- 21450-21850 kHz
- 25670-26100 kHz
Not all of these allocations are permitted globally, nor are all broadcasters following the rules and staying within the allocations. It's not difficult to find stations just tuning around, or use a site like short-wave.info to find known stations.