The Fire Keeper and Lost Souls can be found while exploring areas. You can feed Lost Souls to Kingseeker Frampt for a return of 500 Souls, which is great for the two Undead Souls but not worth it for others.
The Boss Souls are obtained from defeating an area Boss. These can all be combined with +10 weapons or shields into Rare Weapons, consumed in return for Soul (points) or feed to Kingseeker Frampt.
The Lord Souls can only be used with the Lord Vessel to unlock the final area.