How to do cross chain swaps?

In the world of cryptocurrency and decentralized finance, cross-chain swaps have become increasingly relevant. Could you elaborate on the process of executing such swaps? Specifically, I'm interested in understanding the key steps involved, potential challenges, and perhaps even some of the more popular protocols or tools used to facilitate these transactions. Do they require specialized wallets or specific blockchain knowledge? Additionally, are there any security considerations that investors should be aware of before engaging in cross-chain swaps? Clarifying these aspects would greatly aid those looking to explore this facet of cryptocurrency transactions.