Regarding the parable Jesus told in Luke about Lazarus and the rich man, when the rich man's soul was in Hades it says he was tormented by the flame and wanted Lazarus to give him a drop of water for his tongue. So does the soul feel heat and thirst?
Scripture gives us very little detail about the experience of living in Hades (or the Lake of Fire), but we know that the experience involves continual torment (Luke 16:23, Rev 14:11) with sulphuric fire and intense heat (Matt 3:12, Rev 14:10, Luke 16:24).
We also know those who experience Hades do so in spirit form only, since the physical body does not pass into the eternal realm but returns to dust (see 1Cor 15). Apparently, Hell is capable of tormenting spirits in a way similar to how physical bodies experience suffering, though this is only an assumption. While we do not have a firm understanding of how this will be, nevertheless we can know from Scripture that it will happen.