random thought, what do you think?

A while back, people proposed a petition to begin building a death star. The government said no, but it got me thinking. Why would we need to spend the estimated amount to build something that big when space provides asteroids that big? They come with a huge amount of metal. So these rocks come with the material we need and the bulk we need. Assuming that we are able to grab one, do you think we would be able to build a death star like station? This is only a random thought, just wanted to hear some feedback.