We focus on tertiary lymphoid structure (TLS) semantic segmentation in whole slide image (WSI). Unlike TLS binary segmentation, TLS semantic segmentation identifies boundaries and maturity, which requires integrating contextual information to discover discriminative features. Due to the extensive scale of WSI (e.g., 100,000 \times 100,000 pixels), the segmentation of TLS is usually carried out through a patch-based strategy. However, this prevents the model from accessing information outside of the patches, limiting the performance. To address this issue, we propose GCUNet, a GNN-based contextual learning network for TLS semantic segmentation. Given an image patch (target) to be segmented, GCUNet first progressively aggregates long-range and fine-grained context outside the target. Then, a Detail and Context Fusion block (DCFusion) is designed to integrate the context and detail of the target to predict the segmentation mask. We build four TLS semantic segmentation datasets, called TCGA-COAD, TCGA-LUSC, TCGA-BLCA and INHOUSE-PAAD, and make the former three datasets (comprising 826 WSIs and 15,276 TLSs) publicly available to promote the TLS semantic segmentation. Experiments on these datasets demonstrate the superiority of GCUNet, achieving at least 7.41% improvement in mF1 compared with SOTA.