When an entity is incarnate, what you call the soul suffuses with the physical body, spreading throughout all the parts of the physical body. The existence of the soul, that part of a human remaining after the physical body expires, has been measured as a tiny adjustment in the weight of the dead body, happening at the moment of death in most cases. We say in most cases, as the soul may depart earlier, seeing the trend. Nevertheless, there is some small scientific aspect to support the general human perception that they have a soul. In fact, so prevalent is this feeling or belief in humans, that one stating the opposite comes in for some heat.
Religions invariably espouse the soul and an afterlife as a reality.