There are various interpretations of this verse, with many thinking that it refers to the spider's web, but this interpretation has always been debated since most (all?) spiders do not live in/on their webs. Most spiders use whatever is around them.
In 29:41 it is very common for translations to translate this verb differently (it occurs twice), i.e. one way when it is used by humans and another way when it is used by the spider. Cross-reference of the word "ittakhad" clearly indicates it means "to take", thus a much more appropriate understanding of the verse became clear:
So each We took for his sin. Some of them We sent upon him violent storms, some of them were taken by the blast, some of them We caused the Earth to swallow, and some of them We drowned. God is not the One who wronged them; it is they who wronged themselves. [29:40]
The parable of those who took* (to/for themselves) other than God as protector, is like the spider who took* (to/for itself) a house; and the weakest house is the house of the spider, if they only knew. [29:41]
*Verb form 8: reflexive.
Surely, God knows whatever they call upon instead of Him. He is Powerful, Wise. [29:42]
The difference between "take" and "make/build" is significant. The latter option is often chosen by translators when it comes to the spider.
Like the people of the verse prior to 29:41, they had their houses but they had little control of greater forces which were capable of destroying what they chose as habitations and where they lived. Similarly, when a person takes a protector, they expect their protector to protect them, that is the whole point, so a wise person will make a wise choice. What the vast majority of spiders do is use what is around them and take that as their house/bayt, whether it be a tree, a person's house, cave etc and whatever the spider takes for its house/protection, is also subject to greater forces that could destroy it. Whether the spider realises this or not, it still applies, and similarly whether the human realises it or not, the same applies when we take a protector. In other words, the parable's message is: think and take wisely, because the only true protector is the greater force, and of course, the greatest force above all is God.... if we only knew.