Of course they have souls. And there has to be a better place for them to be rewarded for their time as loyal and loving companions. And for the poor cats and dogs who never have someone to love them, they have a better place to go to that makes up for what they endured on earth. No matter how your poor kitty died, know that he is ok now and he knows you are sad and that you miss him. I am so sorry that you had to find him that way. But maybe it would be better not to know what happened. It hurts enough as it is.
I suppose that's all tied to what you own beliefs are regarding the afterlife. But I'd like to think that my babies who crave human companionship and cuddles in their current life will have that to look forward to in Heaven. For a cat that sleeps as close to me as she can get, how could her Heaven not have someone to love her and a place to wait for me?