If you installed Telegram in Ubuntu with the package telegram-desktop you'll see that it doesn't update.
You can force it from the official program for desktop. Just run:
cd /tmp
wget -O telegram.tar.xz https://telegram.org/dl/desktop/linux
tar xf telegram.tar.xz
sudo mv Telegram/Telegram /usr/bin/telegram-desktop
Now, you only need to restart Telegram ;)