My solution is detailed, I would like to know if it is correct or not.
As the series converges and each $(a_n)^2$ is positive, then exists $K> 0$ such that : $(a_1)^2+(a_2)^2+ \cdots + (a_n)^2 < K, \forall n \in \mathbb{N}$.
Given $n \in \mathbb{N}$ : $ \lvert \dfrac{a_n}{n} \rvert = \dfrac{\lvert a_n \rvert}{n} \leq \dfrac{(a_n)^2}{n} \leq (a_n)^2$ so :
$\dfrac{\lvert a_1 \rvert}{1} + \dfrac{\lvert a_2 \rvert}{2} + \cdots \dfrac{\lvert a_n \rvert}{n} \leq (a_1)^2+(a_2)^2 + \cdots (a_n)^2<K$
Finally the series $\sum \dfrac{\lvert a_n \vert}{n}$ converge, consequently $\sum \dfrac{a_n}{n} $ converge.
No, that is not correct. You have no reason to assume that$$(\forall n\in\mathbb{N}):\frac{\lvert a_n\rvert}n\leqslant{a_n}^2.$$
The statement that you want to prove is a consequence of the Cauchy-Schwarz inequality and of the convergence of the series $\displaystyle\sum_{n=1}^\infty\frac1{n^2}$.