Change web search engine for Spotlight
You can't change this.
It used to be Bing was the default search for Spotlight, but doing some research I found that of recent, Google has been paying Apple a significant sum of money to be the default search engine.

Apple Doesn’t Truly Let You Change Search Engines

Apple switches from Bing to Google for Siri web search results on iOS and Spotlight on Mac


While using Spotlight for web searching is a nice feature, until the ability to change the engine becomes a reality, the only workaround is to search from your browser.