ELI5 Dyson Sphere - did aliens already build one?

What exactly is a Dyson Sphere? What materials would be required? What is a Dyson Swarm and a Dyson Bubble? Could any other civilizations have built a dyson sphere already?

... we explain like I'm five

Thank you to the r/explainlikeimfive community and in particular the following users whose questions and comments formed the basis of this discussion: apprehensivemedia999, loki-l, kriss3d and joushmark

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