Good question, if for no other reason than to get it out to other people.
When you are at the Dyson Sphere itself. Go to the Allied Zone (space zone). Go to the north-west corner of that map (top left). When you get far enough in the right direction, then a box should pop up asking if you want to go to it.
Now, could just need to be anywhere in the north part, but I happened to be at the NW corner at the time.