Throw the ball out, and the Border Collie will usually chase it and bite it. If the Border Collie takes the initiative to give the ball to you after picking up the ball, you can reward it with food;

If the Border Collie bites the ball and refuses to give it to you, You can try to take the ball out of his mouth with one hand and reward him with food with the other hand. After a few times, when the ball is snatched from his mouth, he will not hold on to it. Then let him take the initiative to let go and put it on your hand.
After that, throw the ball out, follow the command "pick up the ball", and let it pick up the ball and put it in your hand.

Then, the Border Collie can be trained to retrieve the stationary ball. Point to the ball on the ground and say "pick up the ball". Let the Border Collie pick it up and give it to you, and reward it. Gradually, put the ball farther away, point to the ball and let the dog pick it up. Then, you can directly say the command "pick up the ball" without using gestures, and the border collie can run to pick up the ball.

These can all be trained a little every day. After a long time, no matter where you put the ball, no matter whether the border collie can see it, as long as it hears the command "pick up the ball", it will search for it by itself. Then find the ball and give it to you.