Since currencies are tradable, if the underlying assets of an index fund are outside that currency, it's a wash.
I'm not familiar with your fund example, but if it's designed to track the performance on a basket of American stocks, then the currency you purchase it in is irrelevant, unless of course, you live in the country where you can spend that currency. In which case you can take advantage of your currency's depreciation if that happens.
For example, if you buy aapl on a european exchange, your purchase and sales price will be expressed in euros, but will track the price of Apple stock. Any rise or fall in the USD will be at your risk.
If you want to go the other way around, and purchase a Swiss stock, like, say, Nestle or UBS, on the NYSE, the expenses and profits and quarterly reports are reported and prepared in Switzerland. The exchange rate will be reflected in the stock price on the NYSE.
Here's the problem that you will run into: Most companies outside the USA are international and therefore earn the majority of their profits outside their own country. So, it's hard to take advantage of any currency appreciation or depreciation.
And, to answer the second question; yes, all currencies have 'crosses', meaning that if you know the EUR/USD exchange rate and the EUR/CHF exchange rate, with simple math you can calculate the USD/CHF exchange rate (9th grade algebra? Dunno.)
