Webo scored his side's first from the spot before Dirk Kuyt added a second in the 2-0 win, but the Cameroon forward said that Fenerbahce must play to the same standard in Rome.
"It's a really nice result," Webo told UEFA.com. "We now have the advantage but Lazio are a very good and strong team so it's not finished yet.
"We must play a good match there and be very serious to reach the next round. They will do more to beat us in the second leg. Our fans tonight were very good and we are very happy."
The second leg takes place next Thursday.