Windows Explorer is very helpful for finding files. But the switch to results is not well done by Microsoft.
Right-clicking on an entry and opening the folder containing the file will take you to the folder in which the file is stored, but the contents will appear in the current Explorer window, so the search results disappear. If you use the Back button to return to the results, the search will start again.
There is, however, a workaround: to open the directory in a new instance of the File Manager, hold down Ctrl+Shift before clicking on a file and choosing to open the folder containing the file.