Ways to short a currency in the financial markets can be but not limited to:
- Forex, Futures, CFD, Options, ETF/ETC, Stocks
Concerning the US Dollar index (wikipedia link) , its a basket of currencies
Euro (EUR), 57.6% weight
Japanese yen (JPY) 13.6% weight
Pound sterling (GBP), 11.9% weight
Canadian dollar (CAD), 9.1% weight
Swedish krona (SEK), 4.2% weight
Swiss franc (CHF) 3.6% weight
You can easily rebuild that in the FX markets or with FX-options, or eventually directly trade the basket through options, futures, CFD, ETF.
However, picking the currencies/instruments one by one vs an index has the advantage that you can scale the bet more precisely.