Executables often depend on external pieces of software, called shared libraries (actually, libraries are executables as well). In order to run an executable, the dynamic linker needs to find all dependent libraries and load them. If it fails to do so, it prints an error message similar to the one you provided and gives up on loading the executable.
One can review all the libraries the executable depends on by issuing
ldd Telegram
In your case then, the message says that the linker cannot find the library libX11-xcb.so.1
, presumably because it is not installed. This particular name is used by the library XCB
.
To avoid the hassle associated with manual caring about library dependencies, people often use some kind of package management system for the task of installing software.