In AutoCAD, you can open a file that is referenced into your drawing file very quickly, even if you don't know what or where the file is. In your working file, select any part of the xref'ed file, it could be a line, text, or any object. Right click, then select the OPEN XREF option. This will open the referenced file.
Very quick and easy.
Or, open the XREF Manager. Select the desired file and right click. Then select the OPEN option and there you go.
Happy CADDING