In many database design tutorials/articles, they always bring up the fact that if two tables share a many-to-many relationship, then a third table should be created to act as an
If you don't create a third table, there is simply nowhere to store the relations.
With a one-to-one or one-to-many relation, you can store the relation in one of the tables. With a many-to-many relation you have to store the relations separately. (Well, theoretically you could store it as a comma separated list of identities in both tables, but that would be a nightmare to use and to maintain.)