Short answer: an MTProto proxy cannot work in a browser
Telegram’s web versions (web.telegram.org, K and A) run inside the browser, and browsers do not speak the MTProto proxy protocol. That is why the “Connect” button on this site opens the app, not the web version.
What to do instead
- Install the app — Telegram Desktop for Windows and Linux, or Telegram for macOS. It takes a couple of minutes and the proxy connects in one click: see the desktop guide or the Mac guide.
- If you cannot install anything (a work computer, someone else’s device), you need a VPN that works for the whole system — then Telegram Web opens like any other site. Try VPNEscape free; calls will work too.