I played this game many years ago and don't remember it well, but is it possible that there is something you haven't done prior to this that would be necessary in order to see the telegram? That is what I am thinking the problem might be.
Okay, I just found this in a walkthrough:
Back as Gus again, look at the ground near your front door and collect the telegram (this is only present if you sent a telegram earlier in the game).