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
Halifax coach Richard Marshall has acknowledged that his team have not hit the heights this season, but have still shown signs of steady and positive progress.
Warrington coach Tony Smith has praised his side for never taking their foot off the gas against Wakefield and cruising through to the Challenge Cup final.