Any attack against a prone target either has advantage if within 5 feet or disadvantage otherwise. Suppose I cast steel wind strike (XGtE, p. 166) and one of the targets is prone and not within 5 feet of my current position. An ordinary attack against this target from my current position would have disadvantage. Steel wind strike says:
You [...] vanish to strike like the wind. Choose up to five creatures you can see within range. Make a melee spell attack against each target. [...]
You can then teleport to an unoccupied space you can see within 5 feet of one of the targets you hit or missed.
Clearly, the "flavor" of this spell is that you are rapidly teleporting next to each target and attacking them (confirmed by Jeremy Crawford in this tweet). However, there is no explicit mention of movement or teleportation until after all the attacks are finished, though it is arguably implied by the phrase "vanish to strike like the wind".
Mechanically, when I make my attacks with steel wind strike, am I considered to be within 5 feet of each target, giving me advantage on the attack against a prone target? Or do I have disadvantage since the prone target is more than 5 ft from where I cast the spell?