Then I map the Database to C# code using LINQ to SQL dbml file. After that I have realized above mentioned associations are missing in that file. I tried several things but not worked and finally googled on this matter. Fortunately there were people who faced the same issue. I went through following link,
http://www.eggheadcafe.com/software/aspnet/33898713/association-missing-in-db.aspx
and it gave me the answer.
Then what I did was,
(Created a Primary key to intermediate table.)
Then delete previous 3 tables and drag/drop the new tables to designer. That’s it, association was there.