The Dyson Sphere and the star it is built around both have the same center of gravity. Thus for most multi body problems they form a single body to the outside. Every body in the system would rotate around the barycenter so that would mostly not be a problem at all.
The only time this is not the case is when the sphere would get deformed or warped by a substantial amount. That might happen if it is orbiting too close to the larger mass object. Thus if the orbit is large enough, there is no problem at all.
As for the large enough portion... think of Jupiter as a type M star rotating around our sun (about 85 times its current mass). A Dyson sphere around it would have a radius of ~ 8 million km (within the habitable zone of such an M class star). That sounds like a lot but it is actually only 1% of the distance to the sun. The barycenter would move to around the current earth orbit and would still be much much further away than the Dyson Sphere. The asteroid belt, the Jupiter trojans, basically all objects in the "vicinity" of Jupiter all would be much much further away. For every outside observer, the Dyson Sphere and Jupiter could be treated as a single object. At the barycenter the Jupiter Dyson Sphere would appear around 3 times larger than the full moon.
Also, the orbit of Jupiter around the sun is a merely 5.5 AU. There are star systems out there with multiple stars that have distances of hundreds of AU between the stars.