What is the meaning of "to have masses said for someone's soul"? I failed to find it in my dictionary. And grammatically, is it correct to say, "to have masses (which are) said for someone's soul"?
A mass is a rite of the (usually Catholic) church. The priest who performs it "says mass".
It used to be (and may still be sometimes) that a priest would be asked to perform a mass on behalf of someone who had died, with the intention of benefitting the soul of the deceased person - often of reducing their punishment in the afterlife. If a person requested a number of these then he would "have masses said for [the deceased person]'s soul".
Perfectly grammatically acceptable.
(With apologies to Catholics for the over-simplification of the description of the mass).