This study is for patients that have been diagnosed with non-squamous non-small cell lung cancer. The investigational drug used is MK-3475 (pembrolizumab). The purpose of this study is to compare any good and bad effects of using only the immunotherapy drug, MK-3475 (pembrolizumab), alone first versus the combination of the immunotherapy drug, MK-3475 (pembrolizumab), and chemotherapy. Participants can expect to be on this study for up to 2 years and followed for up to 5 years from when they began taking part in the study.