This article explains how to use Alexa to access Cortana through an Echo device, and how to use Cortana to access Alexa through the Cortana voice assistant in Windows 10.
First look at Amazon Alexa and Microsoft Cortana voice integration
You’ll need to use the Alexa app on Android, iOS, or the web to add the Cortana skill. The sequence below shows you the steps to add Cortana to Alexa using the Android app. The sequence is similar for the iOS or Alexa web app.
Open the Alexa app, tap Menu (the three horizontal lines), and select Skills.
Type Cortana and tap the magnifying glass to search.