In the PCB Violations panel, there's a Zoom Level button at the top. (A couple other panels have this too, like library view.)

Or double-click the error in the Messages panel, which I think defaults to a close zoom.
If the violation happens to be flagging a large polygon, you might simply get the whole polygon, which doesn't help much. You may have to enter the coordinates in the description (J, L) to find it, then.
Tim