Is it possible to make big and agressive spiders?

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Theoretically it is indeed possible to make new enemies. You can take for example a copy of the Grunt entity as a basis and then replace the mesh and animations. It is, however, one of the more difficult things to do (which is why new enemies are rather rare in Custom Stories).
I suppose a good starting point would be to see if you can get the penumbra spider mesh and animations imported into the amnesia model editor. You might also need a 3D program (preferably Maya) with the COLLADA exporter in case you have to re-export things or make new animations.

Both these things will most likely already make a ton of problems arise, so be prepared for a lot of cursing and hair-pulling! Also, you can have a look at this thread for most things Maya and Collada - related.