Part 2 Cohorts A and C This study is being conducted to test the safety and pharmacokinetics of cemiplimab in patients with lung cancer. The study is also being conducted to test if cemiplimab, alone or in combination, can reduce the size of your tumor by helping the immune system destroy the tumor. Part 2 Cohorts D and E This study is being conducted to test the safety and pharmacokinetics of fianlimab and cemiplimab in patients with lung cancer. The study is also being conducted to test if fianlimab and cemiplimab, with or without chemotherapy, can reduce the size of your tumor by helping the immune system destroy the tumor.