On this page of the Dyson Sphere Program guide, you will learn about the aspects related to electricity. You will discover its sources of acquisition, and which among them are the most efficient.
Electricity is a fundamental component of the whole system - every building needs power to operate. The first technology you will develop is the wind turbine, and it will serve as the energy basis for everything else during the first phase of the game. Unfortunately, this technology has its limitations. Its performance depends on weather conditions, so there may be supply interruptions.
Over time, you will gain access to more advanced power sources. Among the most effective is the Thermal Plant. This coal-powered plant will provide constant power as long as it has fuel. If you connect it to a mine with a conveyor belt, then you won't have a problem.
Also keep in mind that each power generating facility has a specific area of operation. If you put a building outside of it, power won't reach it.
Buildings such as the Tesla Tower are used to expand this area. They do not generate power but allow remote buildings to be connected to electricity. However, it is important that this facility stands in an existing supply zone. The area will appear when you turn it on manually or decide to put up a new building.
Also remember that the more buildings you put up, the higher the demand for electricity. Clicking on any power plant will tell you what the power status is.