That's quite easy. On Android, just press the Power and Volume Down buttons at the same time. If you're using an iPhone, on newer models without a Home button, press the Side and Volume Up buttons together. For older iPhones, it's the Home and Side buttons at once. Once you capture the screenshot, it automatically saves to your photo gallery.
Just keep in mind, if you’re screenshotting disappearing media or messages in a secret chat, Telegram will notify the sender. Does telegram notify screenshot?