I am creating an app in which I have integrated Cortana. Its in English version and all is working fine. Now I would like to add one more language(er.French or Italian) I know that I have to add one more commandset with xml:lang tag. But how can I test it? Do I needs to change the phone language also? or with my current English language will work for different language? Please help
Changing the language of the phone is an option, but you can also simply add additional language "packs" to your phone. Go to Settings -> Speech and then open the Speech languages list. You'll see all the supported languages on Windows Phone, along with a download size, which indicates they are not yet installed. Select the language to download and then wait. Installing a new language pack is considered a system update, which means it'll have to reboot the phone and perform the long data migration process. Your phone will be unusable for 20-30 minutes or more. repeat for more languages.
Once a language is installed, you can use Cortana VCD, text-to-speech and speech recognition in your apps in that language.
You can also use the Windows Phone emulator since the images come pre-loaded with all the languages by default. This is a great way to test all the possible languages for an international deployment (provided you are familiar with said languages).
To learn more about speech & Cortana integration in Windows & WP apps, let me recommend this free online course on Microsoft Virtual Academy: http://aka.ms/cortanamva.