Splice both the fan and the light hot wires together with the common wire from the SW2. The traveler wires are spliced together in the ceiling fixture box. To control the fan and light separately, a builtin switch such as a pull chain or remote control is required on the fan/light.
This ground fault circuit interrupter wiring diagram of the same device leaves the switch out of the protected circuit. With this arrangement the receptacle is protected but the switch remains outside the circuit. This arrangement can be used to control a light or other device where the extra protection of a gfci is not necessary.
This diagram illustrates the wiring for a circuit with gfci receptacles followed by a light and switch. By connecting the switch to the load terminals on the gfci, the light is protected against ground faults as well.
This diagram illustrates wiring a GFCI receptacle and light switch in the same outlet box, a common arrangement in a bathroom with limited space. The hot source is spliced to the LINE terminal on the receptacle and to the bottom terminal on the light switch. The neutral and ground wires are spliced together and run to each device in the circuit.