How to force an app to use a proxy on Windows (Telegram)

I want my telegram portable app to be executed running through a proxy. I set up my proxy on Windows 10 settings but the connection only happens on browser, all the other applications are still using the WiFi connection.
Is there a way to force Telegram or ALL of my OS to run all traffic exclusively through my proxy?
Thank you!

Use nekoray. Import socks5 profile and then check tun mode

Nevermind, managed to make it work!