Try these troubleshooting steps:
Your mic might not be set up. Enter set up mic in the taskbar, select Microphone setup in the matching results, and then select Get Started under the Microphone section of the page.
Your speakers might not be working. Search for Device Manager in the taskbar and select the arrow next to Sound, video and game controllers. If you don't see a sound card listed, or if there's a yellow question mark on the name of the sound card, that may be the problem. Get help with sound problems.
The "Cortana" wake word might not be active. Note: The wake word has been re-enabled in the latest version of Cortana in Windows. If you're on Windows 10, May 2020 Update, be sure that you've updated to build 19041.329 or later to use the wake word with Cortana. For earlier builds, you can still click on the microphone button to use your voice with Cortana.
The instructions below apply to Cortana in Windows 10, November 2019 Update and earlier versions:
Open Cortana, select Settings , and under "Let Cortana respond to Hey Cortana" turn the toggle on. If you want Cortana to respond when your computer is locked, scroll down to Lock Screen and under "Use Cortana even when my device is locked" turn the toggle on.