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The convention is that theorem appears with lower case, so that it's prime number theorem not Prime Number Theorem, and Borsuk-Ulam theorem rather than Borsuk-Ulam Theorem. This is for the page title; a redirect can of course be created for the upper case form(s).
This convention can be seen as universally adopted on list of theorems. It may not be universally accepted outside Wikipedia. The discussion on the talk page for this meta-page wasn't exactly conclusive; but as a de facto matter it is now (2004) standard on WP.
The same cannot be said for the Hadwiger's theorem versus Hadwiger theorem preference. It is not clear that there is consistency even within mathematics; perhaps the X theorem and X's theorem are both in common parlance. The A–B theorem is correct for the theorem proved by A and B (in parallel or series). Sometimes it is for euphony: Brouwer's fixed-point theorem but the Lefschetz fixed-point theorem.
Possible grey areas include Fermat's Last Theorem, Zariski's main theorem where in the first case 'last' qualifies the Theorem (it was the last of Fermat's claimed results to be proved); and in the second case, by contrast, 'main' does refer to Zariski's work.