WCF, along with any other http- or request-based application, is distinctly different than a standard UI application. Initialization of your IOC container won't occur until the first request is received by your application, so you have to go about things a little differently.
For a standard WCF application hosted in IIS, the easiest way to do this would be through an HTTP module that initializes your Unity container the first time a request is received. If you're going to do things properly, however, you should investigate a custom InstanceProvider class that will allow Unity to provide the instance of the WCF service implementation, rather than having a singelton WCF class using Unity to retrieve its dependent components.
I don't know Unity very well, myself -- I prever Ninject and StructureMap -- but some quick googling resulted in this link: http://initializecomponent.blogspot.com/2008/06/integrating-unity-with-wcf.html. Looks like someone's already done most of the heavy lifting for you on this. :)