To see where your current file is in the folder sidebar, you can install SyncedSideBar.

However, that has some side effects - sometimes, even if you've hidden the sidebar, it pops back up when you switch between files, or search.

Sublime Text 3 has a context menu, with "Reveal in Side Bar" as an option - that highlights the current file in the sidebar (and opens it if it was hidden).

There's no keyboard shortcut for it by default, but you can add one. Go to to Preferences->Key Bindings-User, and add something like this:

    { "keys": ["ctrl+shift+r"], "command": "reveal_in_side_bar"}

That'll make CTRL+Shift+R a shortcut to the reveal command.