What did the Nubians do once they were conquered by Egypt?

Most of them remained where they were. The Egyptians were not in the habit of taking slaves, certainly not on a massive scale, so having conquered Nubia mostly meant to them an easier access to Nubia's Natural Resources. Over time, many Nubians would rise to prominent positions in Egyptian society and there would even be a complete "Nubian" royal House that would rule as Pharaohs over Egypt.