When using “SpotLight” we can preview the file or open the file but if you want to ‘FIND” the file on the HDD..

Press & Hold “Command” Key after Selecting the Search Result, you will see the name of the file and the location scrolling at the bottom of the preview.

To open the location in Finder, Press the Enter Key While Press & holding the “Command” Key

more info at http://www.mactips.info/2013/01/find-the-name-and-path-of-a-file-with-spotlight