Is the research artifact need to be powered to work (conduct research)

Aslum's answer is incorrect. Powering the Merchant room doesn't generate Dust. It only helps you to build defenses to protect the Merchant.

Regarding Dust generation, after you have researched the Shop (Major Module), build one, at which point the Merchant will be teleported to the Shop. Afterwards, if you select a hero to Operate the Shop, you will gain Dust per turn.

Source

Most monsters will ignore the artifact, which is basically considered a large module. Only certain monsters that are dedicated to attacking large modules directly will attack it. However monsters that deal area damage can also destroy it, for example the monsters that explode near small modules/heroes will also damage the large one. Early game there are few to zero module attacking enemies, with ones that attack the small modules more likely to show up before your first encounter with the ones that attack large modules. So yeah, so far it's likely just luck. You will eventually see them be focused down by certain mobs especially towards the later end of a run.