whaddaya mean spider room
well, normally if you want to get spider silk, you have to go to where the spiders are (because that's where they spin silk). this can potentially not be a problem at all, but it can also potentially be a major problem if, for example, the spiders decide to hang out in a forest full of sieging goblins (not a good place for the average weaver/clothier) or a cave full of steel forgotten beasts with deadly dust. also, they will normally bite your dwarfs and pets if you go in the area they're found in, which can be kinda annoying.
so, if you manage to capture certain specific spiders (cave spiders, phantom spiders, and brown recluse are the three spider vermin i am aware of that spin silk; giant cave spiders also spin silk, but aren't vermin), you can transfer them to a regular cage instead of the small cage, place that cage in a room they won't get out from easily (putting tightly closed doors should help, air-locks should help more, and having just a loom with a spot to quantum dump food/drink into and a spot to dump woven cloth out of should work best of all i would think - though having sleeping quarters for your weaver is probably also good, as well as a meeting area not in the web room), turn them loose, and they should spin webs right near your loom in a non-dangerous area.
of course, if you get kicks out of your legendary +5 weaver rushing into the oncoming elite goblin archers/lashers to grasp a spider web and run back screaming frantically just ahead of a charging horde of cave-dragon-riding goblins as you close the gates to keep the army from reaching the rest of your dwarfs (and quite possibly following up by flooding the map with magma), then you probably won't appreciate having a spider room so much.
of course, given that last paragraph... i expect i've probably inspired more people to try to *create* that situation than prevent it, based on my knowledge of these forums. but hey, something good will come of it either way, i figure