Yes, the hogs will collect nesting material from your garden. That’s why it’s a good idea to i.e. rake the leaves from lawns into borders and not tidy everything too much for the winter, which is what a lot of people used to do. The worms will gradually take the leaves down if the hogs don’t use them, so it would be good for conditioning the soil, too – and feeding the worms, which in turn help feed the hogs!
But if you are doing a bit of clearing, then it’s handy to leave piles of potential nesting materials in fairly close proximity to nest boxes (but could, for instance, be hidden at the back of borders). It really depends how large your garden is.
Here a hog started building his hibernation nest before I had thought of putting anything nearby (he used a feeding box anyway, so I wasn’t expecting it!), although there are usually a fair few leaves, etc. around, and he was going down to the other end of my garden (as well as nearer) to collect material. But then I left some long grasses which I had cut not far away, but not next door, and he made use of those.
But you aren’t wasting your time, just potentially making it easier for hogs to find materials without using up so much energy.
But also some people don’t have much by the way of nesting materials naturally in their gardens and then it’s handy if they can get some leaves, etc. from elsewhere if they are hoping for hogs to nest in any nest boxes they might have. But it is better to leave natural materials, i.e. medium sized leaves, etc. so that the hogs can build their nests as nature intended.
Hogs have been making nests for millions of years – before humans ever thought of helping them, so would have been collecting the materials for themselves most of that time. Although, back in time, there would have been fewer gardens and more wild spaces (i.e. wild spaces which had not been cleared up too much for the winter).