Amazon Alexa is available on a few few Windows 10 laptops but as of today, anyone with a Windows 1
Speaking of Cortana, Amazon and Microsoft collaborated on the integration of the two smart wizards . Users could (and can) start Cortana and then ask Cortana to give Alexa an order. That will not go away, but since Alexa is available as an app that anyone can download on any laptop or desktop, it's hard to imagine that this feature will be much used in the future. The same integration allows Alexa users to command Cortana, but it's hard to imagine anyone actually doing so.
Amazon notes that using Alexa on one PC is not too different from using it on other platforms, but it is planned to add PC-specific features to the Language Assistant in early 2019. You can not imagine what that is, but we should find out soon enough.