The Kangaroos will face England in the final on Saturday night.
Brett Morris added his pair of tries to the total, Lockyer setting up both efforts, the first with a long pass and the second with a well-placed kick.
Gidley improved Morris’ second before Thurston added his first goal by converting Jennings’ hat-trick score.
France – 4
T: Elima (61)
Australia – 42
T: Jennings (22, 27, 56); Lewis (41); B. Morris (45, 50); J. Morris (67, 72)
G: Gidley (41, 50); Thurston (56, 67, 72)
Ref: Leon Williamson
The Rugby Football Union say they will not stop Sale signing Castleford winger Denny Solomona.
RFL chief executive Nigel Wood as thrown his support behind England coach Wayne Bennett, saying the Australian has "challenged the sport in this country" to be better.
RFL boss Nigel Wood says the situation involving Castleford winger Denny Solomona is a concern for more than just rugby league.
Catalans Dragons have signed prop Paul Séguier and hooker Alrix Da Costa on full-time contracts.
Widnes captain Kevin Brown has signed a two-year deal with rivals Warrington.