Einstein showed that all matter is a form of energy, so since energy can neither be created nor destroyed, we have always existed and will always exist in some energy form. No reason to think energy souls don't exist, and quantum physics already proves that multiple dimensions exist.

There could be reincarnation, for that matter. "For us believing physicists, the distinction between past, present and future is only a stubbornly persistent illusion." -Einstein.

what is the exact location of the soul

I agree with other posters that it would depend on how he defines and uses the term "soul". Personally I'd avoid that term as it's heavily freighted with religious meaning and symbolism -- unless I mean exactly what religion means by "soul", which is, the alleged spiritual and immaterial and immortal part of a being -- often used semi-interchangeably with "spirit".

As a physical naturalist I do not believe there is anything "immaterial" or "supernatural".

I think that most people would love the idea of having a soul, it's a great thing to have and probably why the idea of having a soul is so popular down through the ages. I don't have any proof that I have such a thing as a soul but it certainly doesn't seem to be getting in my way if I do. So if it turns out that I do have a soul after my body is dead, I'm 99.9% certain that I have a body, then I can address that issue when it manifests itself - or not.

He may have been using the term as a metaphor for consciousness, or specifically the combination of id, ego, super-ego and consciousness that makes up the core of an individual's personality, rather than to refer to the concept of an immortal soul - but I haven't read the book, so no idea. If so, he'd have been wise to add an explanation of why he chose to use and what he means when he uses such a weighted term, though.