We consider entropy solutions to the initial value problem associated with scalar nonlinear hyperbolic conservation laws posed on the two-dimensional sphere. We propose a finite volume scheme which relies on a web-like mesh made of segments of longitude and latitude lines. The structure of the mesh allows for a discrete version of a natural geometric compatibility condition, which arose earlier in the well-posedness theory established by Ben-Artzi and LeFloch. We study here several classes of flux vectors which define the conservation law under consideration. They are based on prescribing a suitable vector field in the Euclidean three-dimensional space and then suitably projecting it on the spheres tangent plane; even when the flux vector in the ambient space is constant, the corresponding flux vector is a non-trivial vector field on the sphere. In particular, we construct here equatorial periodic solutions, analogous to one-dimensional periodic solutions to one-dimensional conservation laws, as well as a wide variety of stationary (steady state) solutions. We also construct confined solutions, which are time-dependent solutions supported in an arbitrarily specified subdomain of the sphere. Finally, representative numerical examples and test-cases are presented.