Researchers are investigating new treatments for untreated advanced non-small cell lung cancer (NSCLC), which is the most common form of lung cancer and lung cancer that has spread beyond surgical removal. Standard treatments include immunotherapy, such as pembrolizumab, and chemotherapy. This study aims to determine the effectiveness of adding other treatments, including the human epidermal growth factor receptor 3-directed antibody-drug conjugate (HER3-DXd) patritumab deruxtecan, to pembrolizumab, with or without chemotherapy. The primary goals are to assess safety and efficacy of the treatments.