They are actually Catharansus roseus, confusingly also sometimes called Vinca or Periwinkle, although they are not actually Vinca - Missouri State University has pictures of trial plants from 2008, and one is exactly like the white one in the pictures you posted; the title beneath is "Catharansus roseus (Vinca) 'Pacifica White XP' [sic]. I find the inclusion of 'Vinca' very confusing, given its a different plant - Catharansus is native to Madagascar and commonly known as Madagascar Periwinkle. I imagine that this confusion has arisen because of the shared common name 'periwinkle' - but nonetheless, one's a Catharansus, and the other is a Vinca.
I would try the milk solution, as you suggested already, unless the plants are already beyond redemption. Alternatively, use a proprietary fungicide which treats for mildew, appropriately diluted, and spray to run off, including beneath the leaves. You may also need to alter your watering regime - powdery mildew is often associated with hot, dry weather and the plant being dry at the roots - ordinary mildew is more likely to be associated with dampness/wetness, poor drainage and lack of air flow.
UPDATE: re the confusing names. Catharansus roseus was previously known as Vinca rosea, but was separated out and renamed some years ago. Which means most people will still refer to them as 'Vinca rosea'...