Check out the cancer.gov page[1], which does a decent job of giving an overview. The drug in question, pembrolizumab, is a monoclonal antibody (you can tell because the name ends with '-mab'), and you can read more about how those work on this page[2].
[1] https://www.cancer.org/treatment/treatments-and-side-effects...
[2] https://www.cancer.org/treatment/treatments-and-side-effects...