This largely depends on what framework you are using. It sounds like you are using LINQ-to-SQL, which is very literal about tables to objects. With Entity Framework, there is inbuilt support for many-to-many, in particular for the trivial case you've listed (a linking table with no additional properties). EF will generally spot this pattern, and hide the link table from the conceptual model (I can't remember, but it might need a spanning PK over the two FK columns).
Of course, this then goes sour if you want to add columns to the link-table; so in some ways I'd be tempted to leave it "as is".
With regards the where
etc - how do you mean? You can do joins over the association, and you should be able to use Any
etc; do you have a concrete example of what you want to do?