.apk files downloaded from Telegram, you need to open them in a File Manager app (tap next to the file > Save to Downloads and then open the file via the file manager available on your device).
Note: File Manager apps can have different names on different devices. For example, Samsung has My Files while Xiaomi uses File Manager. You can also install a third-party file manager app. Unfortunately, the default Downloads app will not be able to open
All devices running Android 8.0 or higher.