You need a fleet of Orion pulse-rockets with a drive signature that gives Pluto a sunburn, a backhoe the size of Mars, a solar panel fabrication facility the size of Mercury, and a power-transmission array that is powerful enough to violate local zoning ordinances on Alpha Centauri B1a.
A lot of the Big Questions these people say they need $50 billion and a Magic AI Box to solve can be answered by reading a bunch of questionable sci-fi from the 70s. I mean, you still won't be able to do it, because physical reality remains, confoundingly, a thing.
Also, don't try to build the Dyson sphere as a rigid object. That's a rookie mistake.
Kind of feel like a real-life Dyson sphere is like the Dyson sphere in Stellaris. Once you can build one, you don't really *need* one. At that point, you're just showing off.