Yes, you need a 3rd table to act as the linking table.
you should have 3 fields:
lodgeuserID - primary key
lodgeuserUserID - relates to the tbl_Users.UserID
lodgeusersLodgeID - relates to tbl_Lodges.LodgeID
I Would not copy an existing table, I Would just use your MySQL GUI Tool to create the new table and define the columns.
you should look into the manage relation table tutorial: