conversion of this grammar to CNF
Yes, the grammar you noww have is still illegal. For CFG you can only have two types of productions $A\to BC$ and $A\to a$ where $A,B,C$ are nonterminals (variables) and $a$ terminal. 

It is best to add additional variables that introduce the brackets $A\to ($ and $B\to )$.
Now you can use $S\to AB$ instead of your production $S\to ()$.

Finally, try to get rid of $S\to (S)$. It is too long and contains both terminals and nonterminals on the right side.