Hey Cortana doesn't work as advertised. I think that once I turn on, Cortana is supposed to respond whenever I say "Hey Cortana." I went through the process of training Cortana for my voice, and it worked for a while but then stopped.
I next tried configuring Hey Cortana to just work via any voice, and again it would work for a while and then stop. Cortana is one of the features of Windows 10 that Microsoft is promoting really hard, so it isn't good that it isn't working as one expects.