There is less need for local backups in Telegram since your cloud chats are stored encrypted in the Telegram Cloud. This means your messages will always sync seamlessly across all of your devices – even if you lose an old phone, or get a new one.
You can use any number of devices, simply log in on everywhere using your main phone number (even if there's a different SIM card in the other device). All your cloud chats and data, including all messages and media will be downloaded from the Cloud.
Note: Secret Chats are not part of the Telegram Cloud and never get backed up.