This would be really expensive, so there would be no point in doing it. In addition, a dyson sphere would be too big and unstable. A dyson sphere could in theory be used to supply power to the entire earth. Unfortunately, the gravitational pull of a dyson sphere would be so great that it would either pull the earth in and destroy it or rip the dyson sphere apart. Even if the dyson sphere could be constructed and made stable, the total power output would be equivalent to about 11 nuclear power plants, which is a lot less than the 3300 nuclear power plants that exist today. Potential cost for the dyson sphere would come out to about $10^9. In addition, to construct a dyson sphere, you would need a material even stronger than carbon nanotubes, which is currently thought to be impossible.