There are a couple of physically feasable versions, yeah. The sci-fi solid shell with an Earthlike environment magically glued to the interior isn’t possible, but that’s not what any serious physicist or futurist was ever talking about to begin with.

A Dyson swarm in particular is quite easy, as it can be assembled piece by piece is immediately useful from day one. Just start manufacturing solar power satellites, and keep doing that until the orbital space around the Sun is full. There’s plenty of raw materials in the solar system to support building that.