With indoor plants, Powdery Mildew usually occurs in situations of lower light, or conditions of poor air circulation and dry air (low humidity).
The fungal disease will definitely spread from one plant to another and any affected leaves should be removed but if it's a really heavy infestation, you may need to resort to some type of spray to control or rid the plants of Powdery Mildew.
For future prevention, always keep a bit of space between each plant to help in air circulation. When watering, keep the foliage dry and only water the soil. Many keep a fan running on low speed, which helps with air circulation.
