The relationship between the dat is not determined by Access, it's a question of fact. By choosing where to hold the foreign keys determines how Access views the relationship, but the only thing you change change, really, is the join.
When Les says you can't have a many to many relationship, he means that simply having two joined tables will not model this. As he says, you need a third table, usually called a junction table, to implement a m:m relationship in your database.