They are merely dirty snowballs tumbling around in their orbits. It is believed that these comets formed in the same cloud as did the planets and Sun. They were probably ejected out into the Oort cloud by the gas giants Jupiter and Saturn as they increased to their present size. A passing star, or collison with other comets disturbs the orbit of one of these bodies and sends them into the inner solar system. The other planets often alter the comet's orbits, sometimes such that they change to a short period orbit.
All comets are ancient unchanged objects.
They are not large enough to have melted from radioactive decay and they would not have differentiated. It is likely the only changes these bodies have undergone is break ups and craters from impacts.