Too little information. Wich parts of the federartion have been assimilated, which ones not? Wich options do they have? Vulcan? Andoria? Some Human settlements? Risa?

There are plenty of possibilities.

@Hurga the sol system (including earth) has been assimilated, but everywhere else in the federation hasn't been assimilated. They just can't go to earth or the rest of the sol system, or else they'd be assimilated, but they can go anywhere else. So, where would they choose to go, and why? Also, where would be the best place to go to avoid the borg assimilating other federation star systems?

I'd assume wherever Starfleet and the Federation have set up shop after the loss of Earth, since both extend far beyond just Earth and the Sol system. Much like what the USS Discovery did upon its arrival in the 32nd century and found everything in the state it was after the Burn.

They'd probably be very annoyed that they'd have to wait a little while longer to rest. I'm sure Starfleet wouldn't press them back into service immediately, but I can't imagine they'd be content with not helping.

The Federation as a whole was not assimilated