With the distances involved in viewing a star going through the construction process, I'm not sure if our current technology has sufficient resolution to view this level of detail. The observable feature during construction, would probably appear to us as a star slowly (or quickly depending on construction time) reducing in magnitude until basically fading to black from a viewpoint external to the sphere.

Maybe we just can't see them.

http://en.wikipedia.org/wiki/Dyson_sphere

Another great example as to how Tesla has shaped our future. Truly ahead of his time by leaps and bounds.

My parents basement has enough climate and scenic diversity from one end to the other to make leaving my parents basement unnecessary unless there's a specific thing I want to see outside of its borders.