I say do whatever makes you most comfortable/eases your stress the most and don't worry so much about what "needs" to be done - especially if you are going to be posting your work for free! I personally know how it feels to worry yourself sick over trying to go about webcomics the "right" way, and at the end of the day, you'll find there actually isn't one! I've seen different artists do different things when it comes to worldbuilding info. Some examples that come to mind:
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Fantakoi starts off their series "Ghost Lights" with the original short story/oneshot they made that inspired them to eventually make the series. If I remember correctly, they posted the oneshot comic as the first episode along with a brief author's note, and it served both as an awesome hook and a useful source of information for the world that the series takes place in:
Cloverloy started their series "Black Horda" with an episode called "Our World" before their first story episode that essentially functions as a quick guide like you were mentioning. They also have a side series called "Black Horda [Extras]" with more in-depth information on the world and its various mechanics:
I think "Rise From Ashes" is a good example of the author imparting expository information in a natural way by creating an exigence for telling the story in the first place (i.e. a character telling the story to another character):