When a male has his ultimate (final) molt and reaches sexual maturity he is a completely different spider. During this ultimate molting process he obtained his sexual organs, which are bulbs (emboli, plural; embolus, singular) on the end of his pedipalps that are used to transfer sperm from his sperm web to the female. In many species males also have tibial spurs, which are "mating hooks" on the underside of the tibia (or long segment) of the first pair of walking legs and are used to engage the female's fangs during mating. taken from here: http://www.tarantulas.com/sexing.html
So the males dig a little hole, lay a sheet of silk over it and deposit their sperm in this little 'bowl'. Then they suck it up in what is effectively syringes that are developed at the end of their pedipalps. They use those to transfer the sperm to the female