Love is not a physical thing yet people know that exist, unless you are heartless cold prick.
It's nice to see someone FINALLY taking this thread seriously. Souls account for all the things that we as humans experience beyond basic physical desires and logical boundaries. I personally wish more people responding to this would take it seriously. But, in answer, yes, we do have souls, and that is the very reason why we, as humans, possess the gift of self-awareness, self-consciousness.
If you need proof, put a plate of chocolate cake in front of a human and an animal. Will the animal even pause to wonder how much fat is has in it? How it might make them fat or increase their cholesterol level? I wouldn't think so. Which is not to say that animals don't possess the physical feelings we humans do, but that they lack in that aforementioned gift of self-consciousness that we have. There IS no physical explanation for the self-consciousness that we possess; is it our brains? our hearts? No. Animals have those things too. The only explanation is that there must be something beyond our physical body to account for it, and that is what we call a soul.