Right click on a part in DesignTree -> List External Refs... -> ...?
Than I copy Part path and do Win+R, insert, Enter. it is a face palm itself,
but the problem is that part will not be opened if it is already open. It means, that after (Win+R, insert, Enter) I need to do (Ctrl+Tab) and see open files to go to the file we want to open. And I need to match file name by eyes!!