Having is a present participle of a word "Have."
Have- 1. Possess, own, or hold.
2. Experience; undergo.
3. Be obliged or find it necessary to do the specified thing.
4. Perform the action indicated by the noun specified (used especially in spoken English as an alternative to a more specific verb).
5. Show (a personal attribute or quality) by one's actions or attitude.
6. Place or keep (something) in a particular position.
7. Be the recipient of (something sent, given, or done).
8. Used with a past participle to form the perfect, pluperfect, and future perfect tenses, and the conditional mood.
Prabh is having fun with Poonam.