All Khans are not Pathan. Ghalat fehmi. Haha.
In the past, people have adapted the last name "Khan," thinking it to be a last name. It's not a last name - it's a title given out of respect. Most through-and-through Pukhtuns do not have the last name "Khan."
Pathan is the anglicized way of saying "Pukhtun" (or Pashtun). It's also a word used to describe those of Afghan ancestry, but who are not Pashto speaking, while Pukhtun/Pashtun refers to those "Pathans" who still carry the Afghan culture and traditions (Pashto-speaking and so forth).
Yes, Khan is a pretty common name amongst Bangladeshis as well. I think I know an Indian Khan as well..