Short wave is also a kind of electromagnetic wave (belonging to radio wave). Electromagnetic wave does not depend on medium, and its propagation speed in vacuum is equal to the speed of light. Electromagnetic radiation ranges from low frequency to high frequency, and is mainly divided into radio waves, microwaves, infrared rays, visible light, ultraviolet rays, X rays and gamma rays.
In essence, radio waves and light belong to the same physical phenomenon, and they can spread in both vacuum and atmosphere in the same way. In fact, when human beings explore the universe, the communication channel between spacecraft such as satellites and the ground is short-wave signals.