There's no way to tell for sure just from the title. It might be a horror story if the 'hunting souls' is in a more malevolent or supernatural context. However, if it's based on a true story about, say, psychologists or counselors helping people through difficult times by delving into their innermost selves (the'soul' in a metaphorical sense), then it's not a horror story at all.
It could be about the pursuit of something related to the souls in the context of real - life events. Maybe it's about people trying to understand or find something spiritual that has a basis in true happenings.
The Hunting is purely fictional. It was made up by the writers to tell an engaging story and not based on real events. The plot and characters are products of imagination.