WP receptacles are built to resist corrosion. They do not protect from current leakage. GFCI protects from current leakage. The two devices are only related in their reauirement for wet locations.
General GFCI requirements are in 210.8
Weather resistant receptacle requirements are in 406.9.
They are two different requirements, there are devices that have both features built in but is not automatic that all GFCI's are weather resistant an is not automatic that all weather resistant receptacles provide GFCI protection. It is up to you as the installer to make sure both requirements are met where necessary.