There’s a team of scientists part of something called ‘Project Hephaistos’ which was specifically created to look for Dyson Spheres.

And just recently, this team of scientists were looking over the photometric data of millions of stars, and after complex filtering of these objects, they found seven stars in the Milky Way Galaxy that have excessive infrared radiation that cannot be explained. The next step is to perform an optical spectroscopy which will reveal more detail about these stars. Could they be Dyson Spheres? For now, no one can be absolutely sure.

But the big question is: Maybe there is another civilization over there that could build the Dyson Sphere around the star and how they would do it?