We're fairly certain they do, as they aren't spririts, connstructs, or undead, but we couldn't find a definition for Woe, and wanted to be sure.
I was asked this, and when looking for rules to back me up, I couldn't find anything specific about Woes. His argument was understanding how Kade or Candy could, but the Sorrows don't seem to have a physical body. It's semantics, but as I am demoing, I'd like definitive answers.