What you're talking about essentially is having your WCF service within your Windows service provide event notifications to a UI front-end when something "interesting" happens. Fortunately, there is a Publish-Subscribe Framework developed by Juval Lowy, author of Programming WCF Services. The details are described in this excellent MSDN article, and the source code is available for free at Lowy's website.
The neat thing about this framework is that it decouples the publisher, e.g., your WCF service in your Windows service, from any subscribers, e.g., your GUI. The publisher "publishes" events that are of interest to the Pub/Sub Service, which is always available. From the publisher's point of view, it doesn't matter if there are any subscribers or not. The Pub/Sub Service takes care of routing events to any and all registered subscribers. In this way, your WCF service in your Windows service publishes events as they occur, your GUI will subscribe/unsubscribe to the Pub/Sub Service when it loads/exits, and the Pub/Sub Service will notify your GUI as events occur.
I have used this setup in my project, and it works extremely well.
EDIT: I understand the desire to have your own UI that displays events from your Windows service-hosted WCF service. Another option would be to leverage an application log that is accessible from the Windows native Event Viewer (eventvwr.msc). If this approach is acceptable, take a look at my instructions here for how to set that up from your Windows service.