Basically, take a planet and hollow out its inside. Next, take all the landmasses and oceans, and put them inside the planet running along the inner surface of the sphere. Then, you top it all off by placing an artificial star at the heart of the megastructure which provides light, heat, and unlimited solar power.
Doctor Who actually did something very similar to this in Dark Water/Death in Heaven with the Nethersphere, the way it was visually presented is pretty much a Dyson Sphere in a nutshell.
This is the part wher you tell me you were being facetious, isn’t it? :P
There’s a new mystery in the universe and it goes by the name KIC 8462852. It is a star approximately 1500 light years away from the Earth, and displays a strange pattern of dimming that has astronomers scratching their heads.
With many natural causes apparently ruled out, there is even the suggestion that the signals could be caused by a giant structure, built in space near the star, presumably by extraterrestrials.