On WindowsPhone.com, there is a pretty good tutorial on this.
1. On Start, flick left to the App list, then tap Settings > Keyboard.
2. Select all the languages you'd like to be able to use from your keyboard.
The next time you use your keyboard, you'll see a button next to the Space bar
that indicates which language you're currently using on ...
Cortana is available in China. But the language must be set to Chinese (simplified) or 中文 (简体). Bing translate indiactes that you have set the language to China (People's Republic of China) or 中国（中华人民共和国） which is not supported by Cortana. In case you want to know Chinese (simplified) is located next to China (People's Republic of China).
So go to Settings -...