Spiders as a group have many types of retreat, we know they have webs with silk cells and these can be of many shapes and forms see the diagrams and photos around you. They also dig holes in the ground as in the trapdoor spiders or use ready made holes in which they spin webs around the entrance so that prey passing by touch the web and out runs the spider.
The spider home also has to protect it from many of its predators. The spider has many enemies and a great many get eaten themselves. Birds probably eat most spiders but many insects, including flies and wasps eat spiders. Big spiders also eat smaller spiders.