One Dyson sphere of radius 1 AU (Sun-Earth distance) having mass 600 kg/m^2 (8-20 cm thick) will require[1] 10^26 kg of material. The Milky Way's dark mater halo is considered[2] to have mass 10^12 M_Sun = 10^42 kg. So you will need a total of 10^16 (10 quadrillion) spheres.

[1]: https://www.aleph.se/Nada/dysonFAQ.html#ENOUGH

[2]: https://arxiv.org/abs/1306.4013