about cortana

Cortana is only available in certain markets right now. What country are you in and have you enrolled in the Review for Developers program?

Also, what version of Windows Phone OS do you have (as shown in settings->about)
 
If you are from India, you would've got cortana alpha if you have updated to cyan release. U need to set language as English(India), region as India and Speech Language as English(United Kingdom).