The spider is a strange creature and those seeking his/her (it's hard to tell) aid are usually at their wits ends and the spider is their last resort. The spider is usually human in appearance. As far as anyone can tell the spider seems to always occupy three dimensions at any given time… however these three dimensions are not always the same three that you're occupying. This leads to some very strange interactions with a creature that only exists in one or two dimensions that you can see - even more disconcerting if he/she changes dimensions during a conversation with him/her. Which happens more often than you might think.
However the spider does know an awful lot and deals mostly in information. He/she picks up much around the City and is willing to trade it for something that it finds interesting. This could be more information in return, it could be a service or it could be a particular shade of the colour blue. The spider is unpredictable and while usually helpful can also be capricious and doesn't really understand people very well.
If you want to find the Spider the best way is to start asking around and hope that he/she finds you. If you're feeling really brave it is said that the spider can sometimes be found underground but the underground is a big place and no one really knows where to start looking…