[Wade]

Um...wouldn't a civilization far advanced in the Star Trek universe use a construction method of some sort of energy to matter? Why would it bother with harvesting planets and asteroids to construct a Dyson Sphere?

The energy could be from the star or many stars or from a black hole or from a generator/power plant; or even some other technology we can't imagine. .

The matter created could be self replicating nanites that are the basis of the construction; or even some other technology we can't imagine.
Maybe they harvested the theoretical dark matter and converted it to regular matter. Only a tiny fraction of the overall amount of dark matter in this galaxy would be needed even for a Dyson Sphere.

Maybe they used some process that we can't imagine.

Maybe the builders of a particular Dyson Sphere are Trancended and "placed" it there for their "pets" or for study.

I think that if a civilization is advanced enough to construct a Dyson Sphere and stay powerful then a much lesser civilization most likely would not be able to unwelcomly encounter it. As the lesser civilization approched the borders of the advanced civilization they might be met by ships, barriers, or transporters. The entire advanced civilization might even be cloaked and/or phased.

-Wade