In new layer, set color to gray and with Pen tool, make a shape that overlays the bottom part of leaf.

Create Clipping Mask for this layer too (Ctrl-Shift-G or Layer menu), set opacity mode to Overlay, then open layer effects and add some Inner Glow effect (black, opacity mode = soft light, size = 40-60px)

Using the same technique, create more leaves!

Now we need some threads that spiders will hang on. In new layer, use small (1-2 px) hard white brush and draw several threads.

Set layer opacity mode to Overlay, then open layer effects and add Pattern overlay (blend mode = overlay, opacity around 50%, use any pattern that looks noisy).

Now it is time for a spider. It is very easy too: with Shape tool (U), make a green circle (hold Shift to make circle, not ellipse).