Yes almost all of them in fact have souls since they are still human by day, and on the nights devoid of a full Moon. The soul is still connected to them even in Werewolf form. However they are not held responsible on a Heavenly level for any atrocities they commit in their mindless wolf form. That is unless they have mastered the ability to remain cognisant once transformed within the silvery lunar light. There is one variety of Werewolf with no soul. If two Werewolves mate in their furry form then they will produce a rare pure blood Werewolf devoid of human form, and a soul as well. It remains a Werewolf 24 hours a day. Luckily it will cowered away from the sun, and only come out at night.