Blending Options>Inner Shadow

Blending Options>Bevel and Emboss

Blending Options>Stroke

Create a new layer, applying on it the standard Brush Tool (B) of the color #404041 for drawing on the web several water drops.

Select the next indicated parameters for the drops’ layer:
Blending Options>Inner Shadow

Blending Options>Bevel and Emboss

Next we shall combine in a group all the layers composing the spider’s web and the drops (press Ctrl button to mark out the appropriate layers and hold on the left mouse’s button while moving the marked layers on Create a new group selection). Mark out the new group we’ve got and press CTRL+E for the group to get a new layer’s effect. On the new layer we shall apply the Eraser Tool (E) (Opacity 20%) to clean out the spider web’s edges.