Microsoft has been improving Windows 10 and also working on Windows 10 Mobile which is slated for final release in November. While the final version of Windows 10 came back in August, there are new features added in preview build. Microsoft is now rolling out a new build for both Windows 10 and Windows 10 Mobile which adds the option to get missed call notification and also sent text message from Windows 10 using Cortana.
Starting with Windows 10 Mobile build 10572 and Windows 10 for PC build 10565, users can see missed phone calls and send text messages straight from their desktops using the Microsoft ID.
For this option to be available, you need to be signed in with the same Microsoft ID on both PC and phone. If you get a missed call on phone, Cortana will now notify you on your PC that you missed a call. When you miss a call, you can reply with a text to the person who called you right from your PC and Cortana will have your phone send it.
To enable this feature, open the settings menu of Cortana and you can see the option to enable missed call notification. Just turn this option on and make sure you have signed in with the same ID on both the devices.
Next time you miss a call on phone, you can see the notification on the desktop using Cortana.