Hi RRotter,
Before you can set up and control your speaker with your PC, laptop or mobile device, you need to make sure that you're running the latest version of Windows 10 operating system. Cortana can only support Windows 10 devices.
(Note: Surface devices running the updated Windows 10 operating system already have Cortana so there is no need for you to download it)
Only one Microsoft account can be paired with a speaker at a time. To change the Microsoft account paired with a speaker, re-set the speaker and repeat the set-up process with the desired Microsoft account.
See this articles for additional information.