Our Lady of Medjugorje has mentioned Purgatory and the importance of helping the Holy Souls many times. Here are some of the messages. There may be future messages but this list is enough to show the importance of helping the souls and being aware of purgatory.
Wednesday, July 21, 1982
To the response conveyed by Fr. Tomislav Vlasic on Purgatory: "There are many souls in Purgatory. There are also persons who have been consecrated to God: some priests, some religious. Pray for their intentions, at least seven Our Father's, Hail Mary's and Glory Be's and the Creed. I recommend it to you. There is a large number of souls who have been in Purgatory for a long time because no one prays for them."
Thursday, November 4, 1982
Regarding a vision seen by Andja from Mostar one evening during prayer: She saw thirteen persons coming from the East, and another evening six persons: "It is about a true vision. They were some souls of his close family from purgatory. It is necessary to pray for them."
Monday, January 10, 1983
Questioned on the subject of Purgatory, the Blessed Virgin says: "There are different levels of which the lowest are close to Hell and the highest gradually draw near to Heaven. It is not on All Souls day, but at Christmas, that the greatest numbers of souls leave Purgatory. Those in Purgatory are the souls who pray ardently to God, but for whom no relative or friend prays for them on earth. God makes them benefit from the prayers of other people. It happens that God permits them to manifest themselves in different ways, close to their relatives on earth, in order to remind men of the existence of Purgatory, and to solicit their prayers close to God who is just, but good. The majority go to Purgatory. Many go to Hell. A small number go directly to Heaven."
November 6, 1986
"Dear children! Today I wish to call you to pray daily for souls in Purgatory. For every soul prayer and grace are necessary to reach God and the love of God. By doing this, dear children, you obtain new intercessors who will help you in life to realize that all the earthly things are not important for you, that only Heaven is that for which it is necessary to strive. Therefore, dear children, pray without ceasing that you may be able to help yourselves and the others to whom your prayers will bring joy. Thank you for having responded to my call."