I need to understand about the Drow and other underground races know we know that most them have society in FR which is most well known, but what is the standard for the Drow when one is Worldbuilding, what about the Spider Goddess is she known on other worlds.

LW

That is entirely up to the worldbuilder.

I have no dark elves, for example, nor do I have a Lolth (although Pallor does like spiders).

I have known a lot of builders who create worlds that start from what is available in the games, though, trying to make a space and place for all the races and all the gods and so forth. When building your world, there is no limit -- you don't have to have any of the races or any of the classes, for example.

There's not really a standard for worldbuilding. Now, as a goddess and/or a demon prince, it's entirely possible for Lolth to crop up in another setting, if you want.

The Drow and Lloth, their spider themed demon lord god, first appeared before the Forgotten Realms were a published "official D&D setting" (for the heck of it, checked wikipedia, which is a great source for D&D publication history, the Drow were in D&D for a decade prior to the write up Ed Green gives them for the Realms in The Drow of the Underdark).  The original Drow modules were set in Greyhawk.  Other official settings have different takes on Drow, some echo the Lloth and Underdark story, others don't.  As a "world building question" you're free to also reflect the story you're aware of, adapt another Drow story, or make up something on your own.  You could also have a world without Drow. That's the sort of thing about world building, nothing is essential.

There's a third party press, AAW Games, who seem to have made the Underdark, and the Drow specifically, their niche.  I couldn't tell you how their Drow reflect or deviate from the old Drow stories, but if you want a sense of what a fleshed out Drow centered campaign world works like, they might be worth checking out. 

iirc, the Drow were first included in the original release of the Monster Manual a a sub-type of Elves.

Yep, though no stats and basically the text says "they exist but are mystery."  They and Lloth should up later in Fiend Folio, then the whole Against the Giants and their own module cycle breathes more life into them.

Tell you all, Wikipedia is always surprisingly sharp when it comes to publication history not just of D&D products but concepts presented with those products.