The Webway, or Labyrinth Dimension (or sometimes Labyrinthine Dimension) is a part of the Immaterium that was cordoned off by the Old Ones, allowing them to navigate warp space with ease through their Warp Gates. The Necrons managed to access the Webway as well, through the use of Dolmen Gates. Eventually, it would come to be used primarily by the Eldar and the Dark Eldar. The city of Commorragh was built entirely within this realm of subspace, and the Black Library is also hidden within the maze-like region.
The Webway spans across the Milky Way -- though some say it reaches further. There are those who believe the Webway reaches out to every dimension.
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The Webway is derived from Warhammer 40,000. For canon information please visit Warhammer 40,000 Wiki.