In Workflow Considerations documentation, Workflow Limitations section, it has been specified that.
You can't create outbound messages for workflow rules on junction objects.
I have created a junction object
Contact - Financial Account Junction.
And Salesforce allows me to define Outbound message on Junction object.
Secondly, in the Integrating with Outbound Messaging training course, (which can be opened from this link of Integration Architect resource guide, at Page No. 14.), knowledge check section, it corrects says as follows:
Outbound messaging can include junction objects to send data.
I would request Salesforce to rectify incorrect documentation in Salesforce Help document.