Model classes in WPF MVVM pattern

Hi,

I am a bit confused after reading similar threads here in addition to Microsoft Prism guidelines on MVVM section.  I do understand the interaction between View and ViewModel classes, but my understanding on the connection between VewModel and Model classes are a bit blurred. 

For instance in Prism's MVVM section it states this:

Typically, the model implements the facilities that make it easy to bind to the view. This usually means it supports property and collection changed notification through the INotifyPropertyChanged and INotifyCollectionChanged interfaces.

But I thought those Interfaces implemented by ViewModel classes.  Also, when I created Data Model through EF in VS it automatically created EF entity classes.  I presume these are my model classes to use, but the comments inside say that I shouldn't change those generated classes.  How then can I implement the above Interfaces ?

Thank you