Proof. (a) For every $\epsilon >0$, there exists $k$ such that $$\sum_{m>k}\frac{a_m}{m^2}<\epsilon.$$ It follows that for any $n>k,$ one has $$\sum_{m=k+1}^n \frac{a_m}{n^2}\leq \sum_{m=k+1}^n\frac {a_m}{m^2}<\epsilon$$ $$\Rightarrow \frac{s_n-s_k}{n^2}<\epsilon$$
$$\Rightarrow \limsup_{n\rightarrow \infty}\frac {s_n}{n^2}\leq \lim_{n\rightarrow \infty}\left(\frac {s_k}{n^2}+\epsilon\right)=\epsilon.$$ Since $\epsilon$ is arbitrary, one has $$\lim_{n\rightarrow\infty}\frac{s_n}{n^2}=0.$$
(b) To show that the converse is not true, you have checked that for $a_n=\frac n{1+\log(n)}$, $\sum_{n=1}^\infty\frac{a_n}{n^2}$ diverges. It remains to show that $$\lim_{n\rightarrow \infty}\frac {s_n}{n^2}=0.$$ Observe that $$\left(\frac x{1+\log(x)}\right)'=\frac{\log(x)}{(1+\log(x))^2}\geq 0,~{\rm for~}x\geq 1.$$ It follows that $$s_n=\sum_{m=1}^na_m\leq \int_1^{n+1}\frac x{1+\log(x)}~dx=\frac{N(n)}{1+\log(N(n))}\cdot n,\quad (1)$$ where $1\leq N(n)\leq n+1$ (by the mean value theorem for integral). One now shows that $N(n)\rightarrow \infty$ as $n\rightarrow \infty.$
Lemma 1. For $x\geq 1,$ one has $\sqrt{2x}\geq 1+\log(x).$
Proof. $$\sqrt{2x}\geq 1+\log(x)$$
$$\Leftrightarrow 2x\geq (1+\log(x))^2,$$ the latter is true if the function $f(x):=2x-(1+\log(x))^2$ satisfies $f(1)\geq 0$ and $f'(x)\geq 0$ for all $x\geq 1.$ Clearly $f(1)=1>0$ and $f'(x)=2-2(1+\log(x))\cdot \frac 1 x.$ Now $f'(x)\geq 0$ for $x\geq 1$ is equivalent to $x\geq 1+\log(x)$ for $x\geq 1,$ which is true since $g(x):=x-1-\log(x)$ satisfies $g(1)\geq 0$ and $g'(x)\geq 0$ for $x\geq 1.$
To prove the assertion that $N(n)\rightarrow \infty$ as $n\rightarrow \infty,$ one uses (1) and Lemma 1: $$\int_1^{n+1}\frac x{\sqrt{2x}}~dx\leq \int_1^{n+1}\frac x{1+\log(x)}~dx=\frac{N(n)}{1+\log(N(n))}\cdot n$$
$$\Rightarrow \frac{\sqrt{2}}3((n+1)^{3/2}-1)\leq \frac{N(n)}{1+\log(N(n))}\cdot n$$
$$\Rightarrow \frac{\sqrt{2}}3\cdot \frac{(n+1)+(n+1)^{1/2}+1}{(n+1)^{1/2}+1}\leq \frac{N(n)}{1+\log(N(n))}\leq N(n),$$ which shows that $N(n)\rightarrow \infty$ as $n\rightarrow \infty.$ Using this, one concludes from (1) that $$s_n\leq \frac{N(n)}{1+\log(N(n))}\cdot n\leq \frac{(n+1)n}{1+\log(N(n))}$$
$$\Rightarrow \frac {s_n}{n^2}\leq \frac 1{1+\log(N(n))}\cdot\frac{n+1}{n},$$ hence $$\lim_{n\rightarrow \infty}\frac {s_n}{n^2}=0,$$ as required.