Briefly describe the setting of "An Occurence at Owl Creek Bridge."

Setting, according to Literature:  An Introduction to Reading and Writing, is:

...the natural, manufactured, political, cultural, and temporal [time] environment, including everything that characters know and own.

So if you've read "An Occurrence at Owl Creek Bridge" all you have to do is apply the above to the story.  I can't write your paragraphs for you, but I'll mention some details to get you started.

Natural environment:  northern Alabama, a bridge at Owl Creek, near a local farmer's home.

Political/cultural:  North vs. the South, at war during the Civil War. 

Temporal:  during the Civil War. 

What characters know:  the importance of bridges during war time.

You can fill in the details and elaborate just by rereading or skimming the story.