Yes. Once a plant has become infected with powdery mildew it can quickly spread to the rest of the crop. Remove the infected leaves to try and prevent the spread. Dispose of removed leaves rather than composting them, as the spores may continue to live in the compost. Wash your hands/gloves after removing the leaves, and treat the clippers with cleaning products to kill the spores.
While removing the leaves is a good step, especially for limited mildew growth, it’s only a first step. Once powdery mildew has appeared, the plant should be treated to avoid the mildew spreading. Spray the plants with either a fungicide or a homemade solution regularly.
Powdery mildew is often a sign of poor growing conditions. If you’ve been struggling with powdery mildew, then once the spores have been removed assess your growing conditions. Plants need a good airflow, and regular exposure to sunlight.