where did they gate or build the gates to the space bridge?
I'm assuming that you mean the gates linking the Milkyway to the Pegasus Galaxy?
They took them from unihabitied and uninhabitable worlds. Presumably the Ancients used an automated system to disperse the gates and some of the worlds for whatever reason never became fully terraformed.
What I want to know is how did they power them? Thats a lot of gates and a lot of power.
Just got reminded of this thread and it occurred to me that the power problem isn't as big as it appears.
Consider that only the origin and terminus gates need to do the "demolecularize" and "reassembly". The other gates only transfer the data stream / matter stream and like when McKay sent a pure data stream all the way to Earth it doesn't need a full size wormhole or the energy to open one. The mini wormholes for a given range take less power which means lesser power sources or greater range.