Instead of the large "Get Telegram for Windows" button, look for the link usually located directly beneath it or under the "show all platforms" section. Click the link to download the .zip archive.

: Unlike the web version, the desktop app allows you to browse your cached messages and media even when you aren't actively connected to the internet.

Once downloaded, extract the contents to any folder and run the Telegram.exe file to start using the app. Proper Features of Telegram Desktop