What class file to create for a link model used for many to many relasionship in google app engine
It makes absolutely no difference.
Firstly, however, you should realize that there's no need to have a separate file for each model. It's perfectly normal to have several model classes in one models.py file. The division is between separate apps, each of which group together related models.
Secondly, you should also realize that unless you have a specific need to add extra data on the many-to-many relationship, you don't need to create a link table. Django will take care of that for you once you define a ManyToManyField.
I have 2 models: a and b
I want to build a many to many relashionship and I will use the link model method, thus I need to create an a_to_b_membership model. 
The question is: 
Should I put the model class on the a model file?
The b model file? 
Or create a new model file? 
If I need to create a new model file, then how should I name it?