This is a good question. There are many ways in which religion is part of the novel. Let me name a few of things ways.
First, the most obvious way religion plays a role is through Simon. He is the boy that is the more religious of the group. There is a supernatural quality about him in the book. For example, he say one of the most memorable lines in the whole book: "What I mean is . . . maybe it’s only us." In these lines he is referring to the beast. In other words, perhaps the beast is within. From this perspective, Golding might be referring to original sin and human depravity. Also Simon dies as a Christ figure.
Second, the very fact the the island is a secluded place and pristine suggest edenic overtones. More importantly, it shows that even within a place where there is no "sin," as we are dealing with children, there is a loss of innocence. This is directly communicated in the following lines:
"Ralph wept for the end of innocence, the darkness of man’s heart, and the fall through the air of a true, wise friend called Piggy."
Finally, we need to remember that the boys sang in a choir. This shows that they had a religious education, which in the end did not help all that much.