A Study of GSK5926371 in Participants With B-cell Driven Autoimmune Rheumatic Diseases (ARD)

Inclusion Criteria: * Part 1 will enroll adult participants with systemic lupus erythematosus (SLE) or rheumatoid arthritis (RA). * Part 2 will enroll adult participants with SLE, RA, idiopathic inflammatory myopathies (IIM) or Sjogren's disease (SjD). * Participants must be 18 to 70 years of age inclusive at the time of signing the informed consent form. * Body mass index (BMI) between 18-35 kilograms per square meter (kg/m\^2) inclusive with a body weight of greater than or equal to (\>=) 45 kilograms (kg). * A female participant is eligible to participate if she is not pregnant or breastfeeding, and one of the following conditions applies: * Is a participant of non-childbearing potential (PONCBP), OR * Is a participant of childbearing potential (POCBP) and using a contraceptive method that is highly effective, with a failure rate of less than (\<) 1 percent (%), 28 days prior to and during the study intervention period and for at least 28 weeks after the first dose of GSK5926371. The investigator should evaluate potential for contraceptive method failure (e.g. noncompliance, recently initiated) in relationship to the first dose of study intervention. A POCBP must have a negative highly sensitive pregnancy test (urine or serum, as required by local regulations) within 24 hours before the first dose of study intervention. If a urine test cannot be confirmed as negative (e.g. an ambiguous result), a serum pregnancy test is required. In such cases, the participant must be excluded from participation if the serum pregnancy result is positive. \- Signed and dated informed consent form indicating that the participant is willing and able to comply with hospitalization, clinic visits and scheduled study assessments as detailed in the protocol. Exclusion Criteria: * Any acute, severe autoimmune disease-related flare before, or during the Screening Period (up to and including Day 1) that needs immediate treatment or is expected to require escalation of treatment to prohibited medications for the duration of the study. * Significant allergies to humanized monoclonal antibodies or significant sensitivity to any constituents of the study drug (including excipients). * Clinically significant multiple or severe drug allergies, intolerance to topical corticosteroids, or severe post-treatment hypersensitivity reactions (including, but not limited to, erythema multiforme major, linear immunoglobulin A (IgA) dermatosis, toxic epidermal necrolysis, and exfoliative dermatitis). * Have clinical evidence of significant unstable or uncontrolled acute or chronic diseases not due to the autoimmune condition under study (i.e., cardiovascular, pulmonary, hematologic, gastrointestinal, hepatic, renal, or infectious diseases) and/or a planned surgical procedure, which, in the opinion of the investigator, could confound the results of the clinical study or put the participant at undue risk. * Have any other clinically significant abnormal laboratory value, that in the opinion of the investigator, is capable of significantly altering the absorption, metabolism, or elimination of the clinical study intervention; or constitutes a risk when taking the clinical study intervention or interferes with the interpretation of the clinical study data. * Participant has a diagnosis of primary or acquired immunodeficiency, except for selective IgA deficiency. * Have an acute or chronic infection including requiring management as follows: * An acute infection within 2 weeks of dosing on Day 1. * An active infection requiring current systemic antibiotic, antiviral or anti-fungal treatment with the exception of topical treatments for fungal nail infections. Prophylactic medications are permitted. * History of, or currently being treated for, a clinically significant recurrent or chronic infection (except for minor localized infections, for example tinea pedis). * Any opportunistic infections within past 3 years. Uncomplicated herpes zoster, localized herpes simplex virus, and oral candidiasis are not considered as opportunistic infections for this purpose. * Herpes zoster within 3 months before screening. * A serious infection requiring treatment with intravenous (IV)/intramuscular (IM) antibiotics and/or hospitalization if the last dose of antibiotics or the hospital discharge date was within 30 days of the first day of dosing (Day 1). * History of a serious infection associated with low serum immunoglobulin levels. * Evidence of active or latent tuberculosis (TB) as documented by medical history and examination (including chest X-rays \[CXR\], if available), and a positive (not indeterminate) TB test such as QuantiFERON-TB Gold Plus test. In cases where the QuantiFERON test is indeterminate, the participant may have the test repeated once, but if the test remains indeterminate further investigation may be required including CXR (posteroanterior \[PA\] and lateral) in order to exclude TB. Note: The QuantiFERON-TB Gold Plus test can only be used in countries where it is licensed, and the use of this test is dependent on previous treatment(s). This test may not be suitable if previous treatment(s) produced significant immunosuppression. * Confirmed progressive multifocal leukoencephalopathy (PML) within 12 months or has unexplained or deteriorating neurologic signs and symptoms. * History or positive test at Screening for human immunodeficiency virus (HIV). * History of clinically significant neurological or psychiatric disorder including history of epilepsy, dementia, increased risk of suicide as judged by the investigator or major depression deemed to interfere with study assessments, or a history of intracranial hemorrhage. * Solid or hematological malignancy or a history of malignancy (in the past 5 years) of except for basal cell or squamous cell in situ skin carcinomas, cervical intraepithelial neoplasia (CIN) or carcinoma in situ of the cervix that have been resected with no evidence of metastatic disease for 3 years. Th