It's not overly serious so don't sweat it TOO much. But there are some things you can do.
Don't give the cat any baths. While it might get rid of the immediate layer it's just going to dry them out more. Not to mention cat+water=ouch.
Get a humidifier for your home. Either a big one or one to keep in a room where the cat spends most of its time. Just a regular one - not a mentholated type.
Feed canned food. The extra moisture in it will help. When I switched Poppy from dry to can, most of her dandruff cleared right up.
Add fish oil to the cat's diet. This is a good thing for them in any case and can be done year round. Some cats will like the flavor but for those who don't you can typically hide it in their food (easier with canned). You don't give them all that much anyway.
If the shedding is excessive, there may be something going on that warrants a trip to the vet. But cats shed, some a lot, just normally. Brushing helps and most cats love it. When my cats are shedding a lot, I brush with a slicker brush first, then go over them with a flea comb, which removes more loose fur. They can't get enough of it. For the dandruff, I'd suggest a supplement of fish oil. I give one of my dogs a capsule every day. For a cat, you can get it in a bottle and measure out a small amount on his food. It takes some time before you'll notice a difference, but it works.