I don't use it much because I don't find it very useful given all the other commands at our disposal (like scrolling or finding or playing the item you want), but I've tested it and it does work.
There are a few possible problems though. First you need to be viewing a Kodi screen where this command can be used and the correct elements are focused. This command simulates pressing SHIFT-LETTER. Try actually pressing SHIFT and then the letter you want on your physical keyboard. If that doesn't do anything, then neither will the voice command.
If using your keyboard does work and the VC command still does not work then it is most likely due to the following: If you use Kodi in true fullscreen mode (i.e. not a fullscreen "window") then it hogs the display and does not play well with other programs. The first thing I would do is disable this feature in Kodi if possible. If for some reason you cannot do that (e.g. if Kodi can't play back movies properly unless you use true fullscreen) then you should go into VoxCommando options and make sure that OSD notifications are disabled, because they might be interfering with Kodi's efforts to dominate your display.
Try to disable the following checkboxes:
http://voxcommando.com/mediawiki/index.php?title=Options#Show_OSD_on_Commandhttp://voxcommando.com/mediawiki/index.php?title=Options#Show_OSD_alternatesIn my own experience, the only time you really need to use true fullscreen is if you want to switch your display to 24p instead of 60p. Maybe there are other reasons as well depending on your hardware etc. I used to do this but I've found that it's too much trouble and my 24p content plays back fine on a 60p display without any noticeable issues.
