I think a bit more info would be handy, sign up to the forum so you can reply.
The info that would help would be along the lines of what OS do you have on your phone and PC ?
With my 950 XL running the anniversary update and my PC and SP3 the same I don't need to pair the devices at all, when a text comes in Cortana gives me the option to answer it and I can also use Cortana to send a text with ease.
If you are meaning using the combined Skype and messenger service they were doing before the anniversary update, this has now ceased as they plan (Well I hope so) integrate it the other way through Skype directly.