In the OpenStudio model loads are assigned to spaces, either directly or more commonly through a space type assignment. Then one or more spaces are associated with a thermal zone. This is an old diagram but roughly describes the relationship
If you know what space type is used in a thermal zone you can inspect it in the Space Type tab to view the internal loads, but you will still need to trace back to from zone, to space type, to the load object. You can dig around in the inspector tab with the Space Type but that may not show what you want.
Filtered to specific thermal zone in new "Spaces" tab in 1.9.0
Looking at the Space Type tab for teh space type used in the thermal zone
Drilling down further in Loads tab to link at lighting load from space type used in thermal zone.
Another approach if you don't mind running a simulation is the Zone Overview table of the standard reporting measure described here. Among other things it shows lighting, people and plugin loads.
I think generally looking at the Zone Overview in the simulation is good to see if anything looks abnormally high, and then start looking at space types and loads once a possible issue has been identified. The Space Type Breakdown table in the results gives you direct access to internal loads if you don't want to use the OpenStudio application. One thing the simulation report won't list is loads directly associated with spaces that are not part of a space type, however the impact of these will show up in Zone Overview.
