Which begs the question, how do you obtain sufficient energy to go scouting for material beyond the solar system in order to construct something that encircles the sun…
You figure out how to put a fusion reactor on a spaceship without melting the whole thing into a blob of metal and use a particle accelerator as a super high isp engine.
Yeah you need to work very hard to lose heat without losing mass in space. Basically you can only radiate it away, which is slow; there are ways of concentrating heat in one spot so it is radiated more efficiently, but that’s where you get to the melting part.