What is unclear with the mega thread? Maybe get some sleep and try again.
You can direct download sometimes but content is usually downloaded through torrents. If you want to download a torrent you need a client that can handle these torrents, you can probably search for "torrent client Android" and find something, I've never downloaded on my phone.
To find torrent files, check the megathread. Usually such a site works as a search engine for torrents, where each torrent equals a movie, game or some such. So you could say they replace telegram I guess.
At least that's how I pirate, albeit with some more automization and through private trackers.