Unfortunately, due to how Live’s API works, you can only jump to locators while playing. I’ve already contacted Ableton about it but they didn’t have any plans to implement a function to jump to any arbitrary time in the arrangement, unfortunately.
Here’s a ticket to track this: Jump to sections defined by clips while Live is playing
As a workaround, AbleSet offers a function to place locators at each section clip automatically. You can use it by clicking on Setlist → Place Locators on Section Clips in AbleSet’s settings menu. That way, you can work with section clips to build your set and then let AbleSet place locators at each section so you can jump to all sections during your show.
You can also remove those section locators by clicking on Setlist → Remove Automatically Placed Locators in case you want to make changes to your sections.