To clarify: secret chats have been present on Telegram as a platform for a long time. The desktop client doesn't seem to support them though.
This often leads to people saying things like "Telegram doesn't have end-to-end encryption". Really, what they mean is that it's not the default and isn't on all platforms. Most people can use it if they want to though because it's available on all major mobile OSes.
Telegram desktop [1] aka "tdesktop" is the official telegram desktop client, it's based on Qt and it's cross platform (Windows, GNU/Linux, OS X). What you have been using must be "Telegram for OS X" [2], a different application entirely, which supports only OS X obviously. IIRC tdesktop didn't support OS X initially.