Cleome hassleriana, or spider flower, is a large tender annual that can attain a height of about 5 feet tall. If you don't mind being overrun by spider flowers in seasons to come, then don't bother deadheading them. Deadheading spent blooms is routine maintenance for home flower gardeners, usually performed for the sake of increasing bloom production.
Remove spent cleome flowerheads as they wilt and begin to die throughout the season. Use sharp, clean scissors to cut a browning flowerhead from its stem. Deadheading will prolong the blooming period. If you allow the dying flower to form seeds, the plant won't bloom for you anymore.
Pick up cut spent flowers--don't leave them lying in the garden area. Look around carefully to see if you happened to drop any unnoticed seed pods as you were clipping. Dispose of cleome waste material--don't add it to your compost heap.
Deadhead cleomes throughout the season, but leave the final fall flush of bloom on the plants if you wish for them to reseed for next spring.