We just added a UI element that will make editing complex pages easier. The Element Inspector shows the different custom states of an element, lets you edit them, and shows all the workflow items (events, actions) and other elements that refer the current element. Clicking on each entry will take you there.
To reveal the Element Inspector, click on the Information icon in the title bar of the Property Editor.
You are taken to the workflow window, to the correct workflow
Bug: However, if you were currently viewing a different workflow folder in the Workflow window, it will show the correct steps of the workflow, but it will not locate the Event itself (it will remain stuck in the folder you had active before clicking the link)