The verb 'to have' is used as an auxiliary verb but it us also a verb in its own right. On its own it means 'to possess', 'to have access to' or 'to have control over'. For instance I can say "I have a car" and mean that I own, lease or otherwise control the use of a car.
'To have' can also mean 'to consume' as in "I have a glass of wine with my dinner"
In the case of the sentence you quote it is used in the sense of 'to possess' or 'to control' and is inverted so that it forms a question.
The use of 'have' on its own like this is a little old fashioned but still current, particularly in formal speech. In informal speech you are more likely to hear "What have you got there in your pocket" where 'have' happens to be an auxiliary but the standalone meaning is still correct, current and valid.