Depends on what you mean by "physical", since those currently damned lack their bodies.

I know there are some Eastern Traditions where the current Hell they're in is different from the final Hell to which they'll ultimately be consigned, with the current one being more temporary and then they get transferred to the Hell where demons are at ... but it's all speculative.

Now, our bodies merely transmit pain to the what's known as the "sensible part of the soul", where the soul does have the actual "receptors" as it were for the sense information, so I suspect that the torment that would directly affect the sensible part of the souls would even be greater than that which would be transmitted via the medium of the physical body.  It's almost like the physical body could serve as a buffer in that it cannot transmit 100% of the information to the sensible part of the soul.

Similarly, I've mentioned with regard to our eyes.  We know that are are many spectrums of light that our eyes and brain together do not really perceive (at least as far as we know or can consciously think about), whereas various animals' eyes can see different spectrums of light.  But when we die, I hypothesize that the sensible parts of the soul will be able to "see" every possible spectrum of light and energy, and that seems consistent with the reports from those NDEs (near-death experiences) where they report seeing "colors" and hearing "sounds" that are beyond what our current senses can perceive (due to being buffered by the limitations of our non-risen bodies).  I suspect the same would be true of the various senses, such as pain.

When I say "physical", I mean the sense of feeling the pain, as in normal life in a body, with our senses, even if I know that the soul doesn't have senses.

So by that definition, no, since obviously those who are damned now lack their bodies.  But as per above they feel much more than they would, since the body almost can act lie a buffer to the full pain.  Yes, the soul does in fact have "senses" in a manner of speaking, referred to as the sensible part of the soul, the receptors for the pain information that typically gets transmitted to us via the body.  In the case of those who are currently damned, the pain information is actually transmitted directly to that sensible part of the soul without the medium of the body.

Oh they feel the pain of the senses alright, that you can be sure of.

Well, as I said, in a different way, since they are bereft of their bodies for now.

What you say about the sensitive part of the soul is true, but how could fire make the soul suffer? The soul, being immaterial, can feel fire, that's true, but since fire cannot destroy it, why could it not feel it in a neutral way? If we burn in our flesh, we hurt because our neurotramitters send us a message to the brain to say Danger, danger!! It is for the survival of the body that we hurt, it is a safety mechanism. If we did not feel pain, we could destroy ourselves without knowing it. But for the soul, fire cannot destroy it, so why would there be a painful warning message? I don't know if you understand what I mean.

Because it's a different type of fire, and there are many other sensations of pain that directly afflict individuals that do not require being transmitted by the senses, i.e. that do not involve neurotransmitters and the pain.  Ultimately, your CONSCIOUSNESS of the pain is immaterial, spiritual, and within the soul ... it gets into the core of your being, from the senses, to the brain, to the sensible part of the souls, to the soul itself.  There's a path it takes.  Have you never experienced "pain" that wasn't due to the body or the senses?

That's very interesting! Thanks for all the information. 

was it not Juacinta, of the children of Fatima, who saw hell.  Juacinta said ? souls were in a sea of fire bouncing around like coals.

Some says that she saw the fall of the souls “after the general Judgment “. So it would be like a vision of what will happen.

Who's this "some" ... besides you (or your buddy here) with this speculation?  I've never heard this before.

I already tried to explain Thomistic teaching regarding the sensible part of the soul.  Our bodily senses merely serve as inputs into these sensible parts of the soul, and there's nothing to prevent some immaterial form of fire from directly afflicting this sensible part of the soul even while souls remain bereft of their bodies.  Certainly what the children "saw" with their eyes were something that God and Our Lady somehow materialized for them (perhaps just in their minds), since the entire scene was immaterial.  So, for instance, even if you posit that this represents a time when the souls would have gotten their bodies back, the children also "saw" demons, who will never have bodies.

MHFM posted a testimony of Hell from a guy that who received 2 balls in the stomach (probably you’ve seen it) and was dead for about 3 mins . the guy saw demons in Hell as weird animals with horrible smell.  does God gave to demons spiritual “body” as a chastement? Contrary to the childrens of Fatima, it seems that he saw there things in his soul, not in a form of vision like the children’s of Fatima. Do you think everyone in Hell presently see all the demons in these form?