The borders of nomadic empires were, in practice, non-existant, and are only limited by geography and the occasional settled state(s) they may come across. They move around a lot and have a general area where they reside, and thereby rule. In terms of having and controlling land, they either subjugated or forced groups to flee from their land, but the groups they subjugated were vassals within their empire, and usually settled a certain area of land, and in Europe, the Pannonian basin is excellent for their lifestyle and so formed the core of almost all nomadic groups who came to Europe up until the Hungarians. Their vassals, whatever that may look like in a nomadic empire, had territory and the borders of that vassal would also be the borders of that Nomadic Empire who reigned above them. Also, steppe-dwellers are extremely good horsemen/cavalrymen, and they can much more easily move an army of fast-moving horsemen from one place to another, which is why groups such as the Gokturks, Cumans, and the Mongols, could extend themselves very far very quickly. Of course, the drawbacks to having a nomadic Empire is over extension as a result of a lack of governing structure, and those aforementioned vassals/subjugated peoples may rise up, as was the case for the Huns with their German vassals and the Rourans and their Gokturk vassals.
