Iteration. Spiders did not suddenly arise in the state that they exist today. Keep in mind, mutation drives evolution and is random in nature; but this does not mean that evolution is random. A random mutation generates a new physiology or behaviour, and if said behaviour lends its self to said organism reaching reproductive age and succeeding it will proliferate. Evolution is not forward thinking, it can not predict what will be successful in the future. While the sum of the parts seems incredibly complex and mind boggling, as you pointed out, in iteration, over the course of hundreds of millions of years, it becomes more clear.

Take for example, convergent evolution, wherein two species share a common trait, but do not have common ancestry. Sharks and Dolphins are no more related than Sharks and Dogs (maybe not technically true but for the sake of this point it is valid), yet due to their similar physiology many would assume them to have some shared ancestry. Rather, at some point in their respective lineage, each organism was very different, and yet through similar evolutionary pressures they both ultimately ended up with similar physiologies.