A difficulty occurred at Owtnon, Ky., a few days ago, between a Federal officer, Captain Vallandingham, and Dr. Snell, Provist Marshall of Owen County, in whioch the later was shot and killed.  The officer passed through Covington on Thursday last en route for Lexington, where he intendes to turn surrender himself to Gen. Burbridge.  It is said that he claims to have acted in self-defense in killing Snell.