How to do currency trading ?

Hello

I am new to currency trading & learned currency futures & like to do trading. I heard of NSE, USE, MCX-SX so which exchange to choose ? can I do trading from my home computer by downloading currency software or do I have to go through some brokers ? I heard of NOW currency software of NSE & what are softwares offered by USE & MCX-SX ? Please advise.

can you please send link to download software ?

Looking forward for an early positive reply.

Thanks.