Try this to manually kick start Cortuna to add the flight. (Works sometimes depending on the actual flight if it is a standard flight route).
?Open Cortana search, something like ?SWA 660? or "WN 1263"
?Cortana will respond by displaying the flight information. Included in that will be a colored link that says something like ?Show WN 661 updates?. Click on that colored link. (If the link/flight data is not found, then the flight might be a special added flight, not a regular flight for the route it will service on your day)
?Cortana will briefly respond with ?Hang on? for a few moments while she links up.
?Now click on the Cortana Notes menu in the upper right hand corner of the Main Cortana screen.
?Go to ?Interests?.
?Down in the ?Travel? section, you will see the entry for WN Flight 661. Tap on the entry, in this case ?WN Flight 661?.
?Select on the date down in the ?Flight date? field and select the correct date of the flight for your booking.
?Save the changes
This has worked for me a few times, but sometimes one leg of the flight isn't found. Each time the flight wasn't found, it was cause the flight was added on by the airline (I don't know, maybe to relieve volume).
I have more experience with Google Now than Cortana (my WP is not my primary device), but at first GN also sometimes required trickery. Now however it's very reliable. Give Cortana time; it'll come!
Recently my sister emailed her flight itinerary. I waited for GN to bring it up, but it didn't. Eventually I figured out why: she had emailed me a screenshot. It was simply a picture of her itinerary on the webpage!