As many people want the same thing as myself, begin able to set a custom ringtone for Telegram notifications, I’ll share here how you can achieve that (at least on Android).
It’s quite simple actually. When you have a custom ringtone file (like a file in mp3) that you want to use in Telegram, just copy the file to the folder \Notifications\ on your phone.
How I do it is to connect my phone via USB to a computer.
Then browse your phone folders and look for the folder called Notifications and paste the ringtone there:
Then open Telegram and you’ll see that you can now select it as ringtone: