Your best bet is to explore around. Spiders are pretty common in underground areas, especially if you can find an abandoned mine you can harvest the webs (with a sword in hand). They will also spawn at night (unless you are playing peaceful). You may even find a dungeon in your underground travels that spawns spiders. You can turn this into a slaughterhouse and farm away.
As for finding sheep. they commonly appear in meadow biomes so wander around to find them and then lure a few back (hopefully you don't have to travel too far from your home) and create a little fenced in area for them and start breeding them.