I just traveled and was curious what would happen, too. Unfortunately, Cortana did not find my flight info on her own, despite me having a couple of emails about the flight on my phone. The only thing I can think of is that I did not book the flight myself--my wife did, so she got the confirmation emails and forwarded them to me. That might be why Cortana didn't pick up on them.
I was able to get Cortana to give me some trip information by searching for the flight itself, on the day of the trip. I typed out the flight number "AA ####" for American Airlines. She showed a card with the flight information, and right under it, it has a link for "Show AA #### updates". If you press that, it will then show up in your interests page. The card tells you if the flight is on time and then has a nice graphic table with the departure times, airport codes, gate number, etc. (You can try this yourself with any random flight number...)
This is definitely something that could be improved in Cortana over time. Surely there are key terms in flight confirmation emails that she could search for, such as "Record Locator". This should work even if you didn't make the flight reservation yourself, or it was reserved a long time ago. Or even if you are just picking someone up from the airport and they forward you their confirmation email.