Akshay the word Firewall can be loosely interpreted as anything that blocks bad stuff. To block an IP address you need an IP firewall which is often just called “firewall”
For home use, a typical home router provides IP protection from unsolicited outside traffic from getting in. NextDNS prevents devices from making requests for undesirable traffic. (We all get to decide what’s undesirable for our use case)
NextDNS has determined what hosts are looked up for Telegram and block those if you use that settings. I have no idea how well it works or doesn’t work as I don’t use telegram nor have a need to block it