Inclusion Criteria:

          1. Have a histologically or cytologically confirmed diagnosis squamous NSCLC.

          2. Have Stage IV squamous NSCLC.

          3. Have measurable disease based on RECIST 1.1.

          4. Have not received prior systemic treatment for their advanced/metastatic NSCLC.

          5. Have provided archival tumor tissue sample or newly obtained core or incisional biopsy
             of a tumor lesion not previously irradiated.

             Note: Adequacy of biopsy specimen for the above analyses must be confirmed by the
             central laboratory before the participant can receive study intervention(s).
             Submission of another tumor specimen may be required prior to enrolling the
             participant, if adequate tumor tissue was not provided the first time.

          6. Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG)
             Performance Status assessed within 7 days prior to the administration of study
             intervention

          7. Have a life expectancy of at least 3 months.

          8. Has adequate organ function.

          9. Male and female participants who are not pregnant and of childbearing potential must
             follow contraceptive guidance during the treatment period and for 180 days afterwards.

         10. Male participants must refrain from donating sperm during the treatment period and for
             180 days afterwards.

        Exclusion Criteria:

          1. Has non-squamous histology NSCLC.

          2. Has a known additional malignancy that is progressing or has progressed within the
             past 3 years requiring active treatment.

          3. Has known active central nervous system metastases and/or carcinomatous meningitis.

          4. Has a known hypersensitivity to any components or excipients of carboplatin,
             paclitaxel or nab-paclitaxel, or olaparib.

          5. Has a severe hypersensitivity (≥Grade 3) to pembrolizumab and/or any of its
             excipients.

          6. Has an active autoimmune disease that has required systemic treatment in past 2 years.

          7. Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy.

          8. Has a known history of human immunodeficiency virus (HIV) infection, a known history
             of hepatitis B infection, or known active hepatitis C virus infection.

          9. Has interstitial lung disease, or history of pneumonitis requiring systemic steroids
             for treatment.

         10. Has received prior therapy with olaparib or with any other polyadenosine 5'
             diphosphoribose (polyADP ribose) polymerization (PARP) inhibitor.

         11. Has received prior therapy with an agent directed to programmed cell death ligand 1
             (PD-L1), anti PD-L2, or directed to a stimulatory or co-inhibitory T-cell receptor
             (e.g., cytotoxic T-lymphocyte-associated protein 4 (CTLA-4), OX-40, CD137).

         12. Has myelodysplastic syndrome (MDS)/acute myeloid leukemia (AML) or with features
             suggestive of MDS/AML.