You can use Fluent-API to map your relation table. To achieve that, you have to edit the OnModelCreating method like this:
modelBuilder.Entity<Course>()
.HasMany<Student>(c => c.Students)
.WithMany(s => s.Courses)
.Map(m => {
m.ToTable("StudentCourses");
m.MapLeftKey("CourseId");
m.MapRightKey("StudentId");
});
Don't forget to do an "update-database" command on your Package Manager.