AFAIK, there's not direct mention of what happens to animals when they die, but many modern interpretations say that if Heaven is a paradise for humans, and if animal companionship makes humans happy, then there will be animals in Heaven.
Then again there are sects that believe that basically everyone in Heaven is brainwashed to be happy all the time just to be in God's presence, and that the only activity there is round-the-clock praise and singing, so animals don't really have a place there. Which is two kinds of shitty: what kind of "paradise" is no pets AND endless church?