In a galaxy far far away, during a fit of inspiration for a super massive marvel of technology, the Imperator dedicates an astounding 10% of energy and materials from his civilization's dyson sphere and solar materials processing units to attempt an innovative (and possibly insane) plan to create a matryoshka world. By attempting a massive 3d printing of multiple world shells, the leader hopes to create many planetary shells within each other.
So the first problems appear, heat regulation.
If you don't want to bake the inner shells nor freeze the outer shell, how do you process heat (or a lack thereof) upward or downward between different shells?
Is this really as simple as putting a bunch of massive vents or would it require more than that?
Edit: To be more specific about what is Habitable for this civilization there should be no extended periods of heat above 40 degrees C nor below -5 degrees C.
Edit 2: Septerra Core is a good analog for the world I'm creating. It is a video game with a similar world. But it does not have a ton of information on how the heat is regulated within the world shells. In addition, the shells don't fully cover the other shells allowing light (and heat) to go into lower shells and heat to be radiated upwards. In this constructed world there would be no such gaps. Shell 1 receives all the light from the star and radiates all the heat from every other shell below. Assuming that's how that works (I don't do a lot of science).
Edit 3: This created planet is put in a convenient location near the star enough to get energy put into it and in orbit around the star. But to clarify, this question is primarily concerned with how to regulate waste heat production created from within the shells to keep the lower shells and upper shells in a habitable state.
Edit 4: I have dispensed with a majority of backstory to just get the question at hand answered.