Completely out of keeping with this thread so far, I'm going to give a serious answer...
Lots of them die and the eggs laid at the end of the year survive over the winter and hatch in the spring. Some simply sit dormant and barely feed. Those that live in sheltered habitats such as house spiders carry on as normal.
The only web-making spider in the UK that habitually carries on making a web in winter is the window-frame spider, Zygiella x-notata, but even then its prey capture rate is reduced. Still, there are insects about. Drive your car at night and in the headlight beams you will still see lots of insects, mainly flies and small moths. Those things equate to spider food.
Be grateful to spiders. Without them we would be overrun with insects of all sorts.