From what I understand, the Borg don't consider themselves "evil", but instead see their assimilations as "improving life in the universe" by combining all intelligence of different races. Other non-Borg races view them as evil because they are just taking these people from their homes, transplanting cybernetic devices into them and basically saying "you will be one of us". I guess it's not too much different from a kid with an ant farm. He takes the ants and makes them "his" to live where he says they will in whatever abode he sees fit to put them in, all of this against their will (not that the ants are actually capable of realizing the difference). If ants could think this logically though, they'd likely be thinking the same things; that this kid is "evil" and taking them from their homes and taking over their lives. All this while the parents of the kid think "Oh, it's so cute, Johnny has an ant farm." Therefore, they don't view it as evil. It all depends on your perspective I suppose. Which side you're on and all that.
As for where the Borg are from, I don't know if I ever heard anyone say. They refer to them as a hive community, with individual "hives" all connected together through their network. For some reason, bees come to mind when I think "hives". The Borg do have a queen after all just like bees.
