If you decide to take part in this study, you will get 1 of 2 chemo-immunotherapy treatments before surgery. The treatments are: • Carboplatin and docetaxel chemotherapy with pembrolizumab for up to 6 cycles (Study approach). • Carboplatin and paclitaxel chemotherapy with pembrolizumab for up to 4 cycles followed by cyclophosphamide and doxorubicin with pembrolizumab for cycles 5 through 8 (Usual approach). After chemo-immunotherapy treatment, you will have surgery. After surgery, immunotherapy with the drug pembrolizumab is recommended for all patients. After you finish chemo-immunotherapy, surgery, and radiation therapy (if it's part of your treatment plan). Your doctor will continue to follow your condition for at least every 6 months for 5 years and watch you for side effects. This means you will keep seeing your doctor until 5 years after you started the study.