Trial Drug: MK-4830

This study consists of several parts: dose escalation, dose expansion, dose expansion in Chinese participants residing in China, and coformulation. Dose escalation is to evaluate the safety, tolerability, and preliminary efficacy of MK-4830 monotherapy administration (Arms A and B) and in combination with pembrolizumab (Arm C). Dose expansion is to evaluate the objective response rate (ORR) of MK-4830 in combination with pembrolizumab (Arms A-F); evaluate the safety and tolerability of MK-4830 administered in combination with pembrolizumab, carboplatin, and pemetrexed (Arm G) and of MK-4830 administered in combination with pembrolizumab and lenvatinib (Arm H); evaluate the safety, tolerability and ORR of MK-4830 in combination with pembrolizumab plus chemotherapy (Arms I-L); and evaluate the safety and tolerability of MK-4830 in combination with pembrolizumab in Chinese participants from China (Arm M). The coformulation part (Arm N) evaluates the safety and tolerability of MK-4830A (coformulation of MK-4830 800 mg + pembrolizumab 200 mg). There is no formal hypothesis testing in this study.