print function accepts an end keyword argument to specifies the end of the string after printing. By default it's set to new line (\n), you can simply use a space. Also note that checking the truths value of any expression with == True is wrong since True interprets as 1 and every thing that returns 1 will be interpreted as True. You can simply use if w.isupper():
def WhichAreCaps(Word):
for w in Word:
if w.isupper():
print(w, end=' ')
Another way is yielding the vowels in your function and make it a generator:
def WhichAreCaps(Word):
for w in Word:
if w.isupper():
yield w
Then you can join the result in any way you like and print it:
print(','.join(WhichAreCaps(Word)))
After all, as a more pythonic approach for this ask you can simply use a list comprehension within str.join:
print(' '.join([w for w in Word if w.isupper()]))