Your question is not clear. You want to send money from India to US/EU or from US/EU to India? Do you have a bank account? Does the other person have a bank account?
U Cannot send western union from India but u can do wire transfer,u need to give some valid reason to your bank.
India to any place- western union not supported. Direct deposit through banks will do in europe(sure) and other counties too. This is perhaps the only way.
You can send the money as an "Outward remittance". You can go to your bank, fill form A2 and make the payment. You only have to give the bank accounts details of the person who will be receiving the funds. I sent $2200 to Kenya a few days back. The bank deducted around $42 as charges.