You could go with collect.js, but it will require a lot of customisations in order for the data to reach Sales Cloud and be stored in a structured way. The data received from Web & Mobile Analytics can be passed on to the PI data extensions (starting with PI_ and IGO_) but you will still need to process the data heavily, in order to turn this data into some useful insights. And then, you will still need find a way to populate one or more custom objects in Sales Cloud, as the MC Connector only does a one way sync.
Depending on your needs, Pardot might be a good option, since it has both tracking scripts and Page Actions as part of the solution, allowing you to act on the behaviour directly in Sales Cloud. The same goes for documents downloaded, which can't be done using the standard implementation of MC collect.js.
Pardot has an Engagement History Lightning Component, showing you all the relevant actions for Leads/Contacts.
Please provide more info, if more specific help is needed.