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A Dyson Sphere takes the shape of a hollow sphere, with a sun at the center. The People lived in the inner shell of such a construct, known as the Worldsphere. (NA: The Also People, BNA: Walking to Babylon)
Romana and K-9 also had an adventure in a Dyson Sphere. (BBV: The Search)
The Dyson Sphere takes its name from the Earth physicist who first proposed it, Freeman Dyson.
Behind the Scenes
Most fictional depictions of a Dyson Sphere -- including those in Doctor Who -- are, in fact, a Dyson Shell, something generally considered to be an engineering impossibility. An actual Dyson Sphere is a swarm or bubble of energy-collecting satellites around a star; the "sphere" is the shape of that swarm or bubble, not a solid object. The Star Trek: The Next Generation episode "Relics" was also based on the concept of a Dyson Shell/Sphere.