How do I get the location of a locked file in Preview?
It's not the best way, but it works:


Open Terminal.app, type dirname (with space), 
drug file into Terminal.app, and you'll see full escaped path of file (with \ symbols if there're some spaces around).
Press Enter and this command prints full path without escapes, copy this output (with ⌘Cmd-C)
with Finder.app type ⌘Cmd-Shift-G to open this directory.


PS: To drug file into Terminal you can drug this small icon on the window frame