Article snapshot taken from Wikipedia with creative commons attribution-sharealike license.
Give it a read and then ask your questions in the chat.
We can research this topic together.
Lokomotiv played their 8th Russian Cup final, second only to CSKA's 11. Prior to the 2017 final, they have won six, against the seven won by their cross town rivals. Their most recent appearance at the final was in 2015, wherein Lokomotiv ran 3-1 winners against Kuban Krasnodar.
As for Ural, it was their first ever appearance at the Russian Cup final. Indeed, their performance in the Russian Cup has been mediocre at best, as their best outing so far has been a Round of 16 appearance in the 2009–10 Russian Cup and 2015–16 Russian Cup.
It was also the first time that the two clubs met in the Russian Cup final.