Which books of the new World of Darkness rpg have info on what happens to (the soul of) a person after/upon their death? (Please provide page numbers or at least chapter titles, if possible... or a summary, perhaps.)
Book of the Dead
As mentioned in the comments above, Book of the Dead is a supplement focused for Geist, but it is also applicable to other games. There are other books that talk about what happen to ghosts in the world of the living, but the very high level idea is that all ghosts go the the Underworld, and there are various different sections in the Underworld where different ghosts might end up.
To make sense of it, I suggest starting with the first chapter Introduction: Descent on pg. 10. There is a subsection called The Map which gives a good overview to the underworld and what sorts of ghosts might go there.
On pg. 12 there is also a section that talks about what happens after a ghost leaves the Underworld. So, apparently the Underworld is really just a staging area after someone dies. If a ghost finishes its business in the Underworld it is gone. "It has moved on to some unknown reward (which may be Heaven, Hell, or even a serene oblivion)"
Depending on your goal, you might also want to check out Chapter Four: The Autochthonous Depths on pg. 98 for a good summary of what things are like in the Underworld and also Chapter Five: The Dead Dominions on pg. 130 for several specific locales in the Underworld. If you want to show some a potential glimpse of the afterlife, or have PCs visit it, Chapter Five is a great resource for some very alien locations.