It's an instinctive act; cats will make themselves heard when in a different room or separated from the rest somewhere, to let you know where they are, same as they do in the wild. I find that not all cats do this. Prince and one of my strays do this all the time. I don't know what the appropriate reaction is, but as a poster mentioned above, just answering the "call" is probably the best idea. It's so funny when this stray goes down the stairs to the underground floor in our building for a stroll, she will immediately start the meowing.
The Royal von Meouw Dynasty: His Royal Highness the late Prince von Meouw,
Her Royal Highness Princess Gatita von Meouw, Nikita Duchess of Meouw and
His Highness Cuchi-Cuchi, next in line for the throne of Prince von Meouw.