$eSe^{-1}=eSe=S$, so $e\in N(S)$ and $N(S)$ is nonempty.
Let $x,y\in N(S)$. Then $xSx^{-1}=ySy^{-1}=S$, so
$(xy^{-1})S(xy^{-1})^{-1}$
$=(xy^{-1})(ySy^{-1})(yx^{-1})$
$=x(y^{-1}y)S(y^{-1}y)x^{-1}$
$=xSx^{-1}$
$=S$
so that $xy^{-1}\in N(S)$.
This shows that $N(S)$ is a subgroup.