Ctrl-Shift-G should bring up a go-to coords box too.
That brings up a Goto Entity# / Brush# box; not quite the same thing.
I know basically what you are trying to do. (My guess is you're trying to pinpoint a "Leaf saw into leaf"-type error (or a "too many light styles" error) which only gives coordinates, not entity numbers?) Basically (unless there IS a goto coords box? I'm talking about Hammer, BTW) you need to move your mouse around in the X-Y window to the approximate X,Y coordinates you're trying to find, figure out roughly where that actually is in your level, and then switch to the X-Z or Y-Z box to determine the (x,)Z (or (y,)Z) coordinate...