You're looking at a posted question, NOT at "review", and you see that someone has voted to close it. How do you go straight from there to the page you'd see in the review queue to cast a vote on whether to close it or leave it open?
Summarizing the comments, this is not supported for users (as opposed to moderators) and this is intentional as documented by, e.g., the declined feature request Allow us to access a post's Reviews directly from the post itself? (hat-tip to Martin) or more recently Should the new timeline view show links to review items? were even action was taken to remove links to ongoing reviews from the timeline of a post. (Instead, completed reviews were put into the timeline.)
There are some workarounds to find reviews if one must. (Of course if one wishes to vote to close there is not much point in insisting to do so via the review menu.)
Preparatory step: Check the timeline of the question to get an idea if there even is a review ongoing; it might already be completed. (Completed reviews are in the timeline.)
Option 1 (for high-rep users only): Look through 'history' on the review page to find the post via its title (one can use text-search features of ones browser to simplify this). Click on the record of the action taken (not the title) to get to the question's review page.
Option 2: Calibrate the filter to match the relevant question by selecting the close reason already in place (click on 'close' on the question to find out which one(s) was already selected) and by filtering for a (rare) tag on the question. Usually that should not leave that many, and skip does the rest.
To reiterate, these are workarounds and to search for a question in the review queue to vote on it is not really in the spirit of the review queues.