When you are working in the schematic or PCB editors, you can use "JC" (jump component). A dialog will come up allowing you to specify the designator to which you want to jump.
Another way is to use the PCB Panel in the PCB Editor. Set the panel to "Components" at the top, click on "All Components", and then select the one you want from the list in the middle panel. When you click on the component name in the middle panel, the view will zoom to the part on the PCB. The Navigator Panel in the Schematic Editor works in a similar way for the schematic.
You can also turn on the "Cross Select Mode" found in the Tools menu. If you turn on that mode in both the schematic and PCB editors, whatever you select in one editor will be selected in the other.