It will be supported in the soon to be released (Everyone hopes) update. In the meantime, you can download DNG converter 8.7 RC (release candidate) and create digital negative copies that you can use right now.
Thanks, Do one loose any quality when using dng converter?
No. The DNG converter simply copies the raw image data to a new openly supported file format. You are still working with your raw data.
Native Lightroom support for the D750 was added in the Lightroom 5.7 update released this evening.