Depending on how organic/realistic you want the web to appear, I think it could be constructed by simply stroking a selection...
I'll try to explain what I was thinking and then illustrate it a bit later.
I tried making a round-ish selection (large) and then scalloped the edges by subtracting from this selection using the ellipse tool whilst holding down
alt key.
Stroke this 1px wide then contract the selection, say 16px and repeat stroke, continue to make a set of 'concentric' ring shapes. Drawing lines along the points radially makes a sort of web.
Otherwise, I tried to make a more realistic web from the corner of a graphic by drawing the radial lines and then using the pen tool to make a spiral path. I messed that one up before I could try to stroke it ;\ might have another go because that was looking quite successful.