A WCF service can return any type of data, really. That covers basic primitive types like int or string, but you can also create more advanced composite types (classes) and send them back.
HOWEVER: WCF is not designed to return HTML markup - that would be the totally wrong approach to things. WCF is a service - a service provides some functionality, you send in some data/parameters, you get back some data/output types.
WCF should not and must not ever be concerned with the actual representation of that data on the user's end - that's the job of your user interface - the ASP page or whatever you're dealing with.
So you could have a WCF service like this:
[ServiceContract]
interface IMyService
{
[OperationContract]
string SomeServiceMethod(string someInput);
}
and then call that from your client code something like this:
string result = MyService.SomeServiceMethod("Hello!");
but you should not ever write a WCF service that returns HTML markup or any other system-specific information.
And since WCF is a message-based system, the WCF service has absolutely no connection to your ASP page - it cannot participate in the ASP lifecycle or access the "Response" object or anything like that.