If advanced alien civilizations exist, then searching for them via their electromagnetic radiation techno-signatures seems an obvious route.
That said, I've never been very convinced by the idea of Dyson spheres. Surely if you were that technologically advanced you could think of cleverer ways to generate energy than building some cyberpunk structure that was bigger than a star.
The idea of the Dyson sphere, or actually Dyson swarm as it was originally proposed, assumes that there is no weird new physics that makes energy for free. If you have truly free energy then all bets are off for what you can do with it. If there are no new thermodynamics breaking discoveries then even with cheap fusion reactors making a Dyson swarm is the best long term way to get huge amounts of energy. With decent automation only a little better than we have now and a few centuries of time you could disassemble Mercury into space habitats with room for easily quadrillions of people. So without magic free energy why not do that?
A real Dyson sphere project, if you will.
Just ask ChatGPT to make one