So, we know some bits and pieces of the afterlife from different things like the train station and resurrection stone. But do wizards have a hell? A heaven? Do wizards and muggles both go to the same afterlife?

 

No afterlife

imo there is a limbo state between life and death, and the dead can leave impressions (resurrection stone can access more vivid ones). But there's no life after death.

 

Souls do exist in HP, there might be a form of afterlife. But who knows.

 

Assuming the resurrection stone resurrects instead of acting like the mirror of Erised, portrait, or (priori incantatem), maybe. The train station was either in Limbo or was a hallucination after cardiac death. Given the heavy Christian parallels in the last book, I would assume an afterlife of sorts (but without heaven or hell) would probably exist in canon.