Yes, the instructions are correct in the tutorial notes. [I have completed ROS2 Basics both Py and C++].
You create a service message inside the custom_interfaces package and use it within exercise42_pkg.
Although, do not worry, you will be creating a new service message package for the services_quiz that is coming ahead!
You should have created this package at the very beginning of the tutorial - during Topics.
Just do the beginning of the Topics unit where you are introduced to custom message creation.
You will end up making the custom_interfaces package with msg file.
You can later make use of that package for the rest of the tutorial / course.
Actions unit also requires you to create an action message within custom_interfaces package - just an heads-up for you.
there is still a mistake in the documentation for 4.6 where the package.xml complete text mentions
custom_interfaces_service
where it should be
custom_interfaces
Not sure how to adress that.
However passed 4.6 thanks