Go to where you rescued the Dragon Boris. There's a little ledge that goes up along the wall. At the top end look to the left and you see a little castle in the side of the cliff. Glide into that castle. Go through the passage. When you get to the end you have to do glide to the left. You won't see the Dragon but just follow the cliff side. You should be able to land on a platform under the Dragon. The key to the Locked Chest is also here.