Converting REGEX to BNF grammar
Conventional regular expressions as they are commonly found in literature describe exactly the regular languages. Given a regular expression, you can therefore find an equivalent automaton, then find the linear grammar equivalent to such automaton and put it in any form you prefer.

On the other hand, "regular" expressions as they are implemented by most programming languages are not equivalent to the set of regular languages; several implementations allow you to describe languages that aren't even context-free.