How to link Addresses to Opportunities?

I need a Many-to-Many relationship between Addresses and Opportunities.

Each Opportunity includes installation of hardware, and each Opportunity might include multiple Addresses.

When I try to set a Table Multiselect field, and put “Address” in the options, it tells me that “It’s not a child table.”

What do I have to do to make this work? Do I have to create a new DocType called “Service Location” and set it as the Child Table? Is that what actually creates the junction table between “Address” and “Opportunity”?