While both approaches result in a many to many association, there is a very important difference between them and depending on your scenario, you may prefer one over the other.
In the Custom Join Table
approach you create the join table using the Table Editor. Although you can customize the join table by adding additional columns, you will not be able to execute queries against it in your project because there is no entity mapped to it.
The Without a Join Table
article has a bit misleading name, because in the end you still get a join table. With this approach however, your join table is mapped to an entity (CustomerOrder) and that means you can query it from your OpenAccess context.
I hope this information was helpful to you. In case you have additional questions, do not hesitate to get back to us.
OpenAccess ORM Q2 2013 brings you a more powerful code generation and a unique Bulk Operations support with LINQ syntax. Check out the list of new functionality and improvements shipped with this release.