If you’re using a Windows 10 computer, just type “Cortana Notebook” into the Start menu. You should see a new item called Connected Home. After you enable this, Cortana can connect to smart home services like Hue, SmartThings, Nest, Insteon and Wink.

Source: Cortana can command your smart home devices on Windows 10

One other thing; to get it to work (after you’ve linked a service to Cortana), the “formula” is to say one of the following:

• Ask {Invocation Name} {Utterance}
• Tell {Invocation Name} {Utterance}
• Use {Invocation Name} {Utterance}
• Get {Invocation Name} {Utterance}
• Have {Invocation Name} {Utterance}

In my case it was “use Insteon to turn on the TV backlighting”.

More technical information here: https://docs.microsoft.com/en-us/cortana/design-guides/guide-invocation