Yes, this looks like powdery mildew. Zinnias and melons/pumpkin are notorious for powdery mildew susceptibility. With zinnias, it is important to not crowd the plants; they need space in between plants for air to circulate. This lessens the risk of disease and makes it less likely to jump from one plant to another. Watering from above puts plants at risk so drip irrigation or soaker hoses are ideal. Keep moisture levels consistent. At this point, remove severely affected leaves. At the end of the season, remove all plant debris as PM can overwinter in the soil. Rotate crops so those not as susceptible to PM are put in where infection was a problem the previous year. The same is true for zinnias. Here is a good article: http://ipm.ucanr.edu/PMG/PESTNOTES/pn7406.html
