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Network flow problems, which involve distributing traffic such that the underlying infrastructure is used effectively, are ubiquitous in transportation and logistics. Among them, the general Multi-Commodity Network Flow (MCNF) problem concerns the distribution of multiple flows of different sizes between several sources and sinks, while achieving effective utilization of the links. Due to the appeal of data-driven optimization, these problems have increasingly been approached using graph learning methods. In this paper, we propose a novel graph learning architecture for network flow problems called Per-Edge Weights (PEW). This method builds on a Graph Attention Network and uses distinctly parametrized message functions along each link. We extensively evaluate the proposed solution through an Internet flow routing case study using $17$ Service Provider topologies and $2$ routing schemes. We show that PEW yields substantial gains over architectures whose global message function constrains the routing unnecessarily. We also find that an MLP is competitive with other standard architectures. Furthermore, we analyze the relationship between graph structure and predictive performance for data-driven routing of flows, an aspect that has not been considered by existing work in the area.