This stitch has quite a few variations, some of them probably a little too intricate for me at the moment. If you use google images or pinterest you can find many different beautiful photos.
I drew up a little circle with points where your stitches will be placed and numbers for you to follow.
You then follow the stitch guide from A to H making your base for your spider web.
Next you start threading your way in a clockwise motion, over and under your work. After every two to three threads, you come back over the last thread and around it to catch it in place. I found this a little challenging as to which thread to catch it to, so that it looked and sat well.
Okay, here is the finished spider web. It looks a little uneven to the right of picture. This may be because I didn't do the catch stitch in exactly the right place. At least, I have tried to give you an idea to practice with. Don't forget to look at Google Images or Pinterest to see the other ways of doing this stitch. Have fun