Many-to-Many Migration with Index

The answer to this question is probably really simple, but I’m fairly
new to rails and can’t find any detailed information about this
subject–not even in the Agile Web D. with Rails Book (2nd

The questions deal with many-to-many relationships in rails. I’ve got
some database background so the concept of many-to-many isn’t foreign
to me.

First off, should I create all three tables (vehicles, features, and
features_vehicles) in a single migration?
If so, should I create the migration as “ruby script/generate
migration features_vehicles”?
Assuming I’m correct so far, what do I need to do for the vehicle and
feature models (since Rails didn’t auto-create these because I used
generate migration for 3 tables rather than generate model for each
part of the many-to-many table)?

Any and all help will be greatly appreciated. If anyone knows of a
good up-to-date tutorial (for Rails 1.2+), please share. Thanks in
advance for your help!