In the case of factoring the difference between two squares, the answer is: yes, the answer will always have two sets of expressions in parentheses. This is because in factoring you are breaking down a more complicated expression into simpler parts that, when multiplied together give you your original more complicated expression. The parentheses contain each of the simpler parts, and when we write a number or other more complicated expression next to another expression in parentheses that means multiplication.
So the parentheses serve two functions. One, containing the simpler parts; two, showing that the two parts are meant to be multiplied.
So, in the case of factoring two squares, the formula is:
x2 - y2 = (x + y)(x - y)
If you multiply out the part to the left of the equals sign, you can see how it becomes the part on the right:
(x + y)(x - y) = x(x - y) + y(x - y) [distribute]
x(x - y) + y(x - y) = xx - xy + xy - yy [distribute again]
xx - xy + xy - yy = x2 - xy + xy - y2 [just writing xx as x2 and yy as y2]
x2 - xy + xy - y2 = x2 - y2 [ cancel: -xy + xy = 0]
So, that shows that (x + y)(x - y) = x2 - y2 which is what we wanted.
The larger point is that the parentheses contain the factors, and putting the factors in parentheses right next to each other means to multiply them.
Not every answer to questions involving things besides the difference of two squares will contain parentheses, but many will. In general you use parentheses to group together a set of terms which will then be multiplied by another factor, or to group together terms for other reasons.