^ In Descent the Enterprise crew learned that the Borg were from the Delta Quadrant.
I have not seen the episode in years. However, according to the scripts posted at Trekcore and at another site,
no they don't. The only distance of anything mentioned in the scripts is that the planet where the Rogue Borg and Data are is sixty-five light-years from where the Enterprise had been at the start of their transwarp experiment, which was solidly in the Alpha Quadrnt. Nobody says anything about Delta anything, at least in the script.
This may have changed on airing, but I would appreciate a direct quote from dialogue before believing that.