I don't know of any way to get all windows to perform an
incsearch in the same way that happens in a single window. From
what I read at ":help 'scrollbind'", I suspect that it's not
something readily possible because each character not only has to
search the current buffer, but all other visible buffers, and it
will timeout after about 0.5sec to keep Vim responsive to your
typing (assuming it was built with +reltime).
However, once the search is completed, setting 'hls' should
highlight the match in all the windows. If the window-content is
similar, you can also try setting 'scrollbind', though that may
be tangential to your question.
-tim