Ok, after some research my conclusion is:
- you can't see side-car files in Lightroom
and also that
- Lightroom does not really support a RAW+JPEG workflow
By RAW+JPEG workflow I meant being able to:
(at the user's discretion) Review both files together, while being able to tag both files at once (say, mark both files as Rejected with a single command).
(at the user's discretion) review either file on its own and tag only one of them.
After browsing a lot of pages with non-sensical advice, my conclusion is that most people talking about using Lightroom for RAW+JPEG management never really tried to practice any of their advice.
For instance Laura Shoe on RAW+JPEG, her (mis)advice is to either manage both files separately or use auto-stacking. The trouble with Lightroom's auto-stacking is it does not allow you to tag all files in the stack with a single command. So you can't just go through a stack of 1 RAW + 1 JPEG and just hit
X to mark both as excluded.
There is a user feedback thread at Photoshop.com asking for this feature.
In the mean time, people that need/want this are using Breezebrowser or Photomechanic to do this. Here is a user review of using Photomechanic for RAW+JPEG.