The file(s) that you downloaded are they able to run the app. If so then you could try:
sudo mkdir /opt/telegram
sudo cp "downloaded files" /opt/telegram/
sudo ln -sf /opt/telegram/"the bootable telegram file" /usr/bin/telegram
sudo nano /usr/share/applications/telegram.desktop.
and define the desktop app.
[Desktop Entry]
Type = Application
Terminal = false
Name = telegram
Exec = /usr/bin/telegram
Icon = /opt/telegram/telegram.png
Categories = Application;
of course for the icon you will have to find or download the png file.