When you search across a project using Find in Files, Sublime Text 2 returns a list of search results in an editor tab, delimited by filenames. Double-click on the file name to be taken to that opened file.
For example, in the search results below,
Double-clicking on the first file name search result (shown here in yellow in my editor),
will open the jekyll executable, where the 1st search result was found.
Likewise, if I had double-clicked on the 2nd file name search result, I would have been taken to