How do I set up a massive spider glue trap like the one found on Reddit a week ago?
My problem is camel crickets more than spiders.

I personally put the glue boards near the wall anyplace along the basement wall that gets wet the most often, and near the door to the outside.  Basically, it's the places where I've seen evidence of them, pushed up against the wall.  Under sinks and places of moisture tend to be the best locations in my experience.

As for where to get them ... um ... there's a website posted on the picture, but it looks like their catalog is more geared towards stores buying a display worth of product rather than just a few of 'em.  I've seen glue boards for sale at the local Home Depot, and I've gotten them at online before.

As for the question of cover, there are some that are designed so that it gets folded up into a little triangular tent-like shape, with the glue on the inside.