Yes, the Borg were probably capturing humans and other Feds left and right long before TNG, or TOS, or ENT. For all we know, they once added the distinctiveness of Neanderthals to their Collective as well. Reputedly, the Borg have been active for hundreds of thousands of years, enough to cover the entire Milky Way hundreds of times over.
However, there were also explicit cases of people being captured at the Battle of Wolf 359 and ending up in the Delta Quadrant - in "Infinite Regress" at least.
Why should that surprise us, though? We have seen time and again that the Borg try to capture and assimilate starships they encounter. At Wolf 359, they encountered dozens of starships. It only stands to reason that they assimilated and Borgified quite a few of them and sent them flying off to different directions under Borg control, while the Cube continued to Earth. Several of the assimilated and converted ships must have ended up in the Delta Quadrant or the wider Borg community eventually, thus introducing Wolf 359 captives to the Delta branch of the Collective.
Timo Saloniemi