Cortana is the virtual assistant developed by Microsoft, whereas, Alexa is the virtual assistant developed by Amazon. Cortana comes pre-installed on WIndows 10 computers. Windows 11 also include Cortana but Microsoft has changed the way to use it. In Windows 11, you have to open Cortana via Windows Search to use it. If you want to use Alexa on WIndows 11/10, you can install it from Microsoft Store.