Cortana made the leap to the PC in Windows 10, assuming control of the operating system's search functions. But by default, she doesn't listen for your commands.
If you'd like to be able to just say commands to your PC, open Cortana by clicking the search field in the taskbar and selecting the Notebook icon on the left-side. Select 'Settings', then enable the 'Let Cortana respond when you say "Hey Cortana"' option. You'll need an active microphone for this to work, of course.
Enabling Cortana on the Windows lock screen lets you use voice commands to view and edit your schedule at a glance. To turn on this feature, open Cortana and click on the Cog icon on the left side the enable the 'Use Cortana even when my device is locked' option.