The fluff entry for the webway portal in the codex indicates that it is a smaller version of the larger physical portals. So I think there is always a physical device at work that creates a portal, but that device doesn't need to be a structure, like a physical gate or door. There are also examples of harlequins stepping into and out of the webway without a physical gate (which they really should be able to do on the board too).
I think you would probably need a physical gate to move large amounts of forces into and out of the webway quickly and safely, while the smaller hand held portals are used for advanced parties and surprise attacks.
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Kabal of the Shattered Tower