Yes.
When ever they want to . But some do not make webs
A spider-web is a silky-like kind of substance that is released through some glands by their last legs. They stand out more under than at the top to help Spiders(A CREATION OF GOD)to walk on them.
Glands and structures called spinnerets located at the rear of the spider, apart form spitting spiders where the sticky web is produced at the front.