B-cell Lymphoma is an aggressive and rare cancer of a type of immune cells (a white blood cell responsible for fighting infections). This study will assess how safe and effective epcoritamab plus lenalidomide (E-Len) is compared to rituximab plus gemcitabine and oxaliplatin (R-GemOx) )in treating adult participants with relapsed or refractory (R/R) Diffuse Large B-Cell Lymphoma (DLBCL). Adverse events and change in disease condition will be assessed. Epcoritamab is an investigational drug being developed for the treatment of DLBCL. Study doctors put the participants in 1 of 3 groups, called treatment arms. Each group receives a different treatment. Around 360 adult participants with R/R DLBCL will be enrolled in approximately 165 sites across the world. Participants in arm A will receive subcutaneous (SC) injections of epcoritamab plus oral lenalidomide capsules (E-Len) for up to 12 cycles (each cycle is 28 days). Participants in arm B will receive intravenously (IV) infused R-GemOx for up to 4 cycles (each cycle is 28 days). Participants in arm C will receive SC injections of epcoritamab for up to 12 cycles (each cycle is 28 days). There may be higher treatment burden for participants in this trial compared to their standard of care. Participants will attend regular visits during the study at a hospital or clinic. The effect of the treatment will be checked by medical assessments, blood tests, checking for side effects and completing questionnaires.