Have the Borg ever assimilated a non-sapient species? Perhaps the equivalent of a large land mammal or a rodent or something of that sort?
No, I can`t recall a time when they would ever assimilate anything like that, because the Borg discriminate in the sense that they will assimilate a species only if they can provide a technological or biological use to the Borg. A good example of this would be the Kazon from Star Trek: Voyager who, even though they were more advanced than any run of the mill species, were deemed unworthy of assimilation.
Sort of. Early in the introduction of Species 8472 (possibly even their first appearance), a drone was pretty clearly seen trying to assimilate one of their biological ships.
It don't think their ships are sentient/sapient, so that would be an example of assimilation in order to learn more about the real target, Species 8472 itself.
The Borg mostly need diversity to assimilate something. And somewhat of a mind to integrate with. Aside from that there might be "compatibility issues" with species that aren't grown from the seed species, the species that sew its likeness on countless plantes, to form Romulans, Vulcans, Humans and most living and breathing things the federation ever met.
The Borg might well control creatures, but there's not much to assimilate. No minds to add to the collective.
I can't imagine a super high-tech society having any purpose for beings of the flesh. Even their vessels aren't very imaginative. Although they seek diversity, they do so only to add it to the collective. The collective is diversity mixed to a smooth and identical smoothy.
I'd have to answer: not that we know of and they probably didn't (except maybe once to try).