Cyanogen announced a partnership with Microsoft back in September which would bring a deeply integrated version of Cortana to Cyanogen OS in future builds. Cortana has been spotted in Cyanogen OS 12.1. The personal assistant is included in Cyanoge OS as a means to replace Google Now.
You can get Cortana in the Play Store for any Android device, but the way that Cyanogen has incorporated Cortana in CyanogenOS eliminates conflicts with Google Now while also making Cortana function better by giving it more access. If you are not seeing this change on your Cyanogen OS device it should arrive when your 12.1 update arrives.
via Neowin