Can we build it?
Sure. We can always depend on Clarkean Magic:
Any sufficiently advanced technology is indistinguishable from magic. (Arthur C. Clarke)
From the point of view of simple physics, we can make inflatable balls out of rubber and buoys out of metal. Therefore, such a shell is only a head scratcher from the point of view of where all the materials came from (but you said that wasn't a problem).
Can we inhabit it?
Again, sure. Fill with air, add atmospheric recyclers, build habitats, fill void with floating islands of fresh produce because...
The Shell Theorem demonstrates why there is no gravity inside a sphere. Basically, it's because the gravity pulling toward any point on the inside of the sphere is perfectly balanced by all the gravity pulling toward all other points on the sphere. No gravity.
Well... you could have "gravity" along the equatorial region if you set the sphere to spinning, but only there. You'll need big honking thrusters to keep the planet both spinning and where it belongs... You should read Niven's "Ringworld" books, you'd like them.
Possibly. If you have the muscle and the dough to build a basket ball this big, you can afford to coat it in a couple of yards of lead. Earth survives due to both its atmospher and its magnetosphere. You're missing a boatload of mass, a liquid core, and that core probably needs to be rotating. So Clarkean defensive shields would be helpful. If you can't have shields, that layer of lead becomes really important.
Don't get too close to a star and don't let any meteors hit you. That's the real problem. Planets generally take care of this automatically. You'll need to have some defensive system in place that deals with things more tangible than radiation. But, you can build the sphere, so you can build those, too.
Survival is paramount
This depends solely on how you build the interior. You have plenty of volume to work with and the capacity to get some gravity if that matters. You need broad spectrum light, water, atmosphere, something akin to soil (Orchids use bark...), and a way to hold it all together. Maybe nets. If you can build the sphere, you obviously can build all the equipment to keep the interior habitable. The light's the biggest problem because unless you have a bazillion glo-globes floating around you'll need to dedicate some of your limited surface space to light panels (a lot of it).
Of course, as you work through these details, it'll beg the question why you're simply not living on a planet orbiting a sun that does all this for you.
And I want it WHOMPING big!
I'll be honest with you, you can make it as big as you want. But there comes a point where people need to ask why you're bothering? Think of it this way: Let's say you want one so large that it takes the utilization of all planetary mass within your solar system to do it. You now have a big honking sphere, let's say 10X the volume of Jupiter (I've not done the math, but just for fun, 10X), you've filled it with air, water, pizza, and cream soda. And you have a lifetime subscription to Netflix and more than enough interior surface to project the latest episode of The Walking Dead for societal enjoyment.
Now what? Even if you could build such a creature (oh, let's call it a Dyson Sphere) what would be the point? Economically, it's simpler to just inhabit other planets. Heck, it would be cheaper to terraform other planets. With the tech level needed to do this, it would be cheaper to convert your population to androids that no longer need food, water, or atmosphere.1
So, yes. As I said before, with enough Clarkean Magic you can do it.
Can you launch an ICBM horizontally?
Sure! Why would you want to? (The Hunt for Red October)
1 Which really makes me wonder what those astronomers who think they've found evidence of mega-structures actually found. They really don't make any sense. But, people bought into the idea that NASA found a face on Mars. Until someone got a better look at it.