The primary objective of this study is to compare the progression-free survival (PFS) between sacituzumab govitecan-hziy (SG) versus treatment of physician's choice (TPC) in participants with previously untreated, locally advanced, inoperable or metastatic triple-negative breast cancer whose tumors do not express programmed cell death ligand 1 (PD-L1) or in participants previously treated with anti-programmed cell death (ligand or protein) 1 (Anti-PD-(L)1) Agents in the early setting whose tumors do express PD-L1.