How do I wire a GFCI switch/outlet receptacle?
Based on your description, you cannot do what you want unless you run additional conductors.

It sounds like all you have in the box is a switch loop. Meaning you have a wire coming "from" the fan, and a wire returning "to" the fan.  The wire "from" the fan will be electrified, while the other wire will only be electrified when it's connected to the electrified wire through the switch.



In a setup like this there's no neutral in the box, so you can't install a receptacle. If you replaced the cable between the fan and the switch, you could use a cable with an extra wire. That would allow you to included the required neutral.