Railroading has a negative connotation in RPGs, and you should be aware of that. That being said, the Railroad method of story structure works out just fine for shows, video/board games, and other works where the audience isn't supposed to have any control over where the story goes. The structure works just like railroad tracks, you have an event which leads to an event which leads to an event until you reach the end of your story. You don't venture off the tracks, because the story is not able to survive off the tracks. As I said, this is not the structure you want when you are running a table top RPG. Your players will feel confined, and in general probably won't like that they have no impact on things. There will only be one way through things. Basically, if you have this structure set up for your awesome story, write a book, don't run a game. Ask your friends for help with making characters, but really this isn't what you want to use for a table top RPG. That being said, video games, board games, and other games where you want a story are great for this, as in those you have complete control of when and where things are going to happen.
Spider Web story structure is kind of weird, and doesn't work very well for giving a story clearly. Not that it can't have a story, just it's a bit more hidden. This is a method that is good for building worlds, and can be used for campaigns. Essentially how it works is you have a flat surface covered with different events, locations that have been planned out. These are all inter-connected to each other, and there really is no structure to the story at all. People move through it in whatever direction they want, and can even go back to find things they may have missed. This method works best for, as said, world building (you are essentially making a map) and for table top campaigns where the entire point is to explore the world and see what is going on. Stories can be involved in this, and the emphasis is more on 'stories' than story. Not that you can't have an over-arching story, just with the amount of freedom being given to people here they may never, ever, see it. However, if you are running a game more on exploration, and random adventuring, this may be the way to do it. Your players for a table top game will need to be more pro-active, but that isn't necessarily a bad thing either.
This is my preferred way of running table top games, and it incorporates parts of both the previous methods. How it works is that you start with limited choices, but as the game goes on the options increase in number. This works really well for Table Top games because there is still enough structure allowing for a meta plot, you are still essentially shuffling your players through the story, and they will get there eventually but it also allows them to choose their own path through the story. They can explore a bit, stop and look around, buy new things, meet people, and then continue along. This way though also takes more planning, significantly more than the rail road, but only slightly less than the spider web. It also requires a good amount of being able to think on your feet. The fact that there are multiple ways through the story however will help your players with feeling like they are having a real impact, but at the same time the borders of the cone keep them from going to far astray from the events and the story. It is also important to note that the cone doesn't necessarily keep getting wider. Often it kind of diamonds, or pentagrams as the game goes on. Meaning in the beginning it is very narrow, but more and more options become available to the players as they go through. At some point (or points) in the story though, events dictate fewer options for the game, and players start getting funneled down towards possible endings. For this very reason though this story structure doesn't work for non RPG type games very well. The amount of freedom, even confined, can make plots for games with their focus on things other than the plot get lost in the shuffle.
Whether you're doing a rail road for your table top (maybe your group wants it) or a cone, you're going to need borders to keep people into the plots. The trick to this is you want your events to be as imperceivable as possible. You don't want invisible walls, you want consequences for going too far, things that will suggest to the player that they shouldn't go there. They can still try for it, but well, they may not survive it. Alternatively, well, they've just manually ejected themselves from the plot. The point though? It is still their choice. Using events for borders on your plot also helps you give out real world information. If they can't go west because of a massive invading army, and then suddenly they can't go North OR West because of the same army, well then that means the invasion is going well don't it?
Where to read this same info better
While there is some new stuff in here, like how to use these and the kinds of game they're better for, you really should read the XDM manual's entrance on this very same subject. Hickman describes all three methods much more in depth, more professionally, and with great pictures. You should be able to find the XDM manual at most book stores. That being said, Happy Gaming.