In Part Two of the short story, Peyton Farquhar is visited by a Union spy disguised as a Confederate soldier. After Peyton Farquhar is described as being a loyal Confederate sympathizer, who is willing to do anything to help the Confederacy, the Union spy arrives and informs Peyton that the Yankees are rapidly advancing. He goes on to tell Peyton that the Union troops are stationed at the Owl Creek bridge and have issued an order declaring that any civilian caught interfering with the railroad, bridges, trains, or tunnels will be summarily hanged. After Peyton asks the spy several questions, he learns that the bridge is highly flammable and there is only one sentinel guarding the bridge, who can be easily overcome. After the Union spy leaves Peyton's estate, Peyton believes that he can burn and destroy the Owl Creek bridge, which would help the Confederate cause. Peyton then attempts to sabotage the Union's advance by destroying the bridge, but is arrested and hanged.

I assume you are referring to the visit by the "Confederate" soldier, who is really a spy for the Yankee army. This part is told in flashback, going back in time so the reader knows how Farquhar came to be standing on the bridge with a noose around his neck. Farquhar, a plantation owner, is unable to fight in the war, but he still wants to prove himself worthy as a Southerner. When he asks about the war (Civil War), the soldier tells him that the Yankees had built a fort near the bridge and were repairing the railroads. The soldier suggests to Farquhar that the burning of Owl Creek Bridge would set back the Yankees' plans to move forward. Farquhar, wanting to show how brave he is, decides he will burn the bridge to stop the Yankees.