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
Hull KR have signed Ryan Bailey from Leeds Rhinos on a two-year contract, the day after confirming that Neville Costigan was leaving.
Week Two of the European Championship saw Scotland come within touching distance of a first ever title, and a place in the Four Nations, while France put right some of their Dublin mistakes against a valiant Welsh side.