Just like the above mentioned said, if God created them, they most certainly do have a soul, but it is probably different than ours. We dont know their particular situation, and really it makes little difference to us, although it is very interesting.
I believe most of these aliens were created long before mankind and this would explain why they are so advanced…give us enough time, and we too will be traveling to other systems…given enough time, the entire human race may decide to relocate to another planet too!!
The vatican has even made statements along these lines, saying they would love to preach to an alien being…I kind of have a feeling, we are close to some kind of mass alien encounter…I think the Govt and vatican are preparing people for this. If you look around, there is quite a bit of talk about UFOs, aliens, etc in a serious light. Many world Govts are slowly releasing what they know about this topic (all except the US though LOL)