Once an individual is assimilated they lose their free will and become drones to do the Collective's bidding. Their skin turns ashen and they are modified with limbs and organs removed and replaced with cybernetics depending on the function they will fulfil.
While a hive mind the Borg does sometimes feel the need to speak through an individual, such as Locutus or Seven of Nine. They also have a queen who spoke for the Collective and is often considered by other species as the leader of the Borg. (TNG: "Best of Both World"; VOY: "Scorpion"; Star Trek: First Contact)
The Borg are highly advanced thanks to the countless species they have assimilated and the technology they absorb through this process. They are able to quickly analyse attacks and become immune to them.