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If Cortana just wasn't enough for your needs, Amazon is giving you the opportunity to use its proprietary 'Alexa' voice assistant on your Windows 10 PC today. To be clear, this isn't a result of any sort of partnership between Microsoft and Amazon - rather, Alexa is now an app that you can download through the Microsoft Store.
Alexa for Windows 10 can do pretty much everything it can do on other devices, according to its official store page description. You can control your smart home, play music, check the weather, and more.
There are a few limitations, though. For example, it doesn't seem possible to access Alexa skills using the Windows 10 app. Furthermore, using the assistant hands-free via its dedicated wake word is only a function on a handful of "Alexa Built-in PCs," such as the Acer Spin 5, the Acer Aspire 5, or the HP Envy. A full list of compatible devices can be found here.
However, that doesn't mean you'll have to open the Alexa app every time you want to talk to the AI, although that's an option should you feel so inclined. Instead, you can bind the assistant to a hotkey and use that for quicker access.
You can't use Alexa to control specific parts of your PC just yet, but Amazon says that feature will arrive in "early 2019."