A theoretical idea
Structures called Dyson spheres are a theoretical idea: they would collect part of a star’s energy. We have no observations demonstrating that they exist.
Heat as a possible clue
A structure collecting energy would also have to release some of it as heat. Excess infrared radiation can, however, have several causes, including natural material or background sources.
What is a candidate?
A candidate is a source worthy of study, not proof of an alien structure. Interpreting a signal requires checking the data and comparing alternative explanations.