And how about the web version of the telegram running on the computer browser? If auto download is enabled on the browser, will it only affect that browser data or have the ability to get data from the hard disk or other browsers?
I have to admit that I didn't know there was a desktop version of this app, but in that case, it would apply what @DdmrDdmr wrote - which means that the malware won't start automatically, but you need to unpack the rar file first and run the exe file. For exactly what this malware does on a desktop computer when it infects it you can read in the next article :
Echelon can collect system information, installed software and running applications. It can also exfiltrate (download) files from infected systems.
This malicious program targets browsers (e.g. Chromium, Microsoft Edge, Gecko, etc.) and attempts to extract browsing history, cookies, download data (e.g. filenames and download locations), autofills, saved credit card details and log-in credentials (i.e. usernames and passwords).
The malware targets other applications as well such as FTP (File Transfer Protocol) software (e.g. FileZilla, TotalCmd), messengers (e.g. Discord, Telegram, Jabber), VPN (Virtual Private Network) clients (e.g. NordVPN, OpenVPN, ProtonVPN).
Echelon similarly tries to steal cryptocurrency wallets (cryptowallets) such as Armory Wallet, Atomic Wallet, Bitcoin Core, Bytecoin, Dash Core, Electrum, Ethereum, Exodus, Jaxx, Litecoin Core, Monero Wallet and Zcash. These are just some features of the Echelon stealer.