Resetting notifications on a Windows Phone
The first time you install the app, the system will ask you to allow Telegram to send you push notifications. If this option is discarded, the only way to choose again is to reinstall the app in order to have working push notifications.
If notifications stop working, there is a simple workaround to make them work again.
Go to Settings → Notifications and Sounds → Reset All Notifications → then force close the app.
Notifications will work again.