Notes that aren't part of the chord are called passing tones. Typically, they are tones in the diatonic key the song is in. However, there is no requirement for all chords to be diatonic. When they stray from that, different contexts clue you in to what passing tones would be "correct" in that situation. Say an E major chord in the key of C major. You get to use a G# in that case which is not in the C major scale, and the passing tones that are "in key" are informed by the context of the other chords around that E major.