Thanks David and Stephan. My problem is that I'm working on a multi-file project so under the tmp directory there are several directories and the location of the Latex file depends on the file I compiled (and of course the tmp directory has a different name each time under windows).
What I used to do until few months ago is opening the Latex log, and there I saw the full path to the compiled file, so I could copy it to a Latex editor. After some updates to Lyx & Latex, I see in the log only the file name without the path. I can (and this is what I do) to find the current tmp directory and then searching for all the Latex files to find the right one by its name. I hoped there is an option to return to the previous state of easily finding the directory with a click.