It's just a matter of moving around and seeing from which angle you can capture the reflections of the sunlight. Usually, by getting down lower, so you are 180 degrees from the sunlight. This allows you to capture that shimmer at any time of the day really.
Settings? I just noticed with all of these that they visually have a relatively thin DOF to them. So play with that, using larger apertures, which actually means lower aperture numbers, like f/1.8 to f/8. I always try and keep the ISO as low as I can, so the image is as clean as possible.
I think the major thing is to manually focus and to make sure you have as clean a background as you possibly can, so take steps left and right, up and down, to see where you can get that nice background in the frame. It's far easier than trying to soften the background in post-production later on if it's too busy and distracting. With regards to manually focusing, I start off by doing that looking through the viewfinder, once I have the web in focus by eye, I then use the magnification in live view to make sure it's absolute. A big hint when using live view, make a little adjustment, then wait for the camera to not shake, checking whether that made things better or worse, before making another adjustment. Liveview at 10x magnification gets pretty wobbly, showing every vibration. Oh, and I just remembered, I always turn off image stabilisation when I am manually focusing, just so it doesn't accidentally kick in and make your image blurry. If you work from a tripod and use two second delay on your camera, there is no need for image stabilisation at all. Just press the shutter button gently and all vibrations will be gone before the image is taken.
This is a great suggestion from Max. We don't get dew here, just webs with raindrops, something which I am yet to try and capture. I never thought of his suggestion of misting a web with a spray-bottle!