In Leviathan, Hobbes famously refers to the state of nature as a war of all against all. Without any sovereign authority in place to maintain order, everyone is at each other's throats in a desperate attempt to grab whatever their physical strength will allow them to grab.
It is this sorry situation, this constant state of strife, that ultimately forces men in the state of nature to come together and place absolute power in the hands of a sovereign, who will then be in a position to maintain law and order and ensure that everyone can feel safe in the enjoyment of their property.
To be sure, the sovereign himself still remains in a state of nature. He isn't subject to any legal restraints or controls. He is the law, and so it would be rather strange to the say the least if, in Hobbes's ideal system, he were to be subject to it. If he were, then he simply wouldn't be the absolute sovereign.
Hobbes is notoriously vague on what a citizen should do in the event of a sovereign behaving towards him as a fellow citizen would have done in the original state of nature. It seems that he acknowledged some general right of self-defense. But beyond that, the sovereign had absolute power to do as he pleased.