When you press Ctrl+p
Sublime will open popup when you can easily find the file. Sublime auto detect the file location in both situation when you press /
To get to the class definition you are looking for there exist several plugins doing "code intelligence". The plugins are language specific.
The most popular is SublimeCodeIntel which provides Jump to symbol definition functionality. SublimeCodeIntel claims to do this for PHP too. However, who to setup this for your project should be another question.
Some more options for possible source code static analysis in Sublime Text 2 in this blog post: