Actually, as I look again at the picture you linked and at Alan's post, he might be asking about another tower. He mentions a tower with a dome and a pinnacle, but there are two towers in the picture, both with domes and pinnacles. However, the telegraph tower -- which has a dome and pinnacle -- is still in place over what were the imperial family's private quarters on the western corner of the building. The thinner, taller tower set further back in the picture is no longer there. However, it's hard to tell from the picture just where it stood, or even whether it was part of the main building. Could it have been the smokestack for the massive power generating station that was styled to fit in with the architecture of the complex? (However, I cannot discern any chimney opening at the top.) Looking at paintings, prints, and photographs of the complex as the 19th century progressed, it seems to have shown up only late in the century, which could suggest a connection with electrical power generation. But this is just speculation on my part.
If you're interested, here's another little blurb on telegraphy as the tsars would have known it:
OPTICAL TELEGRAPH, semaphore telegraph, a visual system of message transfer, using conventional signs (semaphore alphabet, light signals, visible at night as well) given within direct visibility. The St. Petersburg - Schlisselburg optical telegraph line was constructed in 1824; the St. Petersburg - Tsarskoe Selo and St. Petersburg - Gatchina lines were opened in 1833-35; and the longest-reaching optical telegraph line in the world, the St. Petersburg - Warsaw line (1,200 km), was opened in 1839, with the signal going through 149 retransmitting stations over a period of 15 min. In St. Petersburg and its suburbs, an optical telegraph was placed on the roof of the Winter Palace, on the Duma Tower, on the tower of the Technological Institute, on top of the Chesmenskaya Military Hospice building, in Pulkovo, Tsarskoe Selo, and other locations. Due to the appearance of electric telegraph operation, use of the optical telegraph was discontinued in St. Petersburg in 1854. (St. Petersburg Encyclopedia)