When Kurros first appears to Captain Janeway in the mess hall, he identifies himself as an isomorphic projection and even states that he is, "not really here." Isomorphic, meaning 'similar to' and projection, meaning "the casting of an image" lends credence to his statement. Yet, somehow he manages to interact and even drink from Janeway's coffee, despite being only an intangible image of his true form.
There are scenes where Seven's feet are visible. A former Borg drone would not see the advantage of wearing three-inch heels.