If u have a Snapdragon 800 powered phone like Lumia 930/Icon/1520 then u can say "Hey cortana" and activate it after denim update. But other models can't do that...
If you have the Denim update it's the same. Go into settings and near the bottom should be the Hey Cortana settings. Set it up there and just say "Hey Cortana" and she'll pop up.
The new denim update uses hey Cortana. It will ask you to train her for few times then you are ready. Make sure you are in a silent area, not totally but to make it easier for Cortana to recognize your voice better.
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