There's a couple of ways. The tried-and-true method is by running your mouse around the location where Lucy's is, and when you hit on it, your cursor will change. You then click on that, and Big Lucy's should appear.
For some systems, there are shortcuts to this process. The one that works for me is by hitting Control + A. It'll bring up all the areas you can click on. The spot that's not usually familiar will be where Lucy's is.
There's other shortcuts like this. Unfortunately, I'm not sure what all of them are. You can do a search for Lucy's on the boards, and may find more options.
Bottom line, keep looking. If you paid Larry the Twerp, the Cabaret will be there until you open your next case. Then, it disappears. ;-)