I saw these web guns for sale on various websites and they aren't that cheap.  After reading up on them I figured it was time I made one.  I'm going to keep these instruction brief since this really isn't rocket science and it's difficulty really depends on how you bend your pipe.  Overall I'm quite pleased with the effect it creates.  You can click on the pictures to view larger images.

Hardware:
Master Craft 80Watt Heavy Duty glue gun
1-2 feet of 3/16 copper pipe
3/16" to 1/4" compression fitting
Quick connect air fitting
Drill
Tie-Wraps
Phillips screw driver

Recipe
First thing you need to do is take the screws out of the case and remove the internal organs.  Set them aside in the same position (for simplicity) as you removed them.

You now need to stare at the inside of the case and plot your strategy.  Once you have an idea where you want to run your line put the two halves of the case together with the screws and go onto the next step.

Drill a hole large enough for your 3/16 pipe to pass though the front of the gun.  You want to drill the hole dead center on the flat section just below the nipple (see photo).  I added a tie wrap as per the instructions from Brent Ross but I'm not sure if you really need to.  If you choose to you want to drill 2 small holes just above and on either side of the larger one.

Now drill a larger hole at the bottom of the gun similar to the hole for the power cord.  This will take some time to do as you will find that depending on what fitting you are using and what size of pipe you will have to remove some of the supports and plastic in the handle.  I accidentally removed too much and have to use 2 zip ties to hole the handle tightly closed but it doesn't affect the function of the gun.

This fitting was a bit harder to find but it was a good find.  It adapts the 3/16" copper pipe to a 1/4" air fitting using compression.  You slide the top and the little ring over the pipe.  Stick the pipe in the fitting and screw it on tight.  Easy peasy!

Here you can see how I had to drill out one of the screw posts to make room for the fitting.  I will use that hole for a zip tie later.

This is the fun part.  Take your time a find a good route for your copper pipe.  I've seen people use 1/4" pipe but I found it to be to big.  3/16" seems to fit well and gives a good pressure from a smaller air compressor.  Near the rear of the handle you can actually go the route that I did or go to the rear of the support post in the picture.

Do you see the problem?  In my haste I screwed on the wrong quick connect fitting.  Id doesn't matter since I have hoses that will fit either but I will probably change this to a male in the future.

You want to bend the pipe so that it is parallel to the tip of the gun.  You will want to play with this later though to get a good blowing result. Cut the pipe off flush with the end at a slight up angle to the tip. 

Here is what I ended up with after I was done (prior to cutting the pipe).

Supplies:
Glue Gun and Glue Sticks - Canadian Tire
3/16" Copper Pipe - General Appliance Repair
Brass fittings -
 

Inspiration:
Web Gun - illustrated instructions for adapting a hot-glue gun to shoot webs. By Corey Minion
Pneumatic Web Gun - Devious Concoctions. By Brent Ross