This is called the pulmonary circulation. From your pulmonic valve, blood travels to the pulmonary artery to tiny capillary vessels in a lungs. Here, oxygen travels from the tiny air sacs in the lungs, through the walls of the capillaries, into the blood.Pulmonary circulation also includes capillary circulation. Oxygen you breathe in from air passes through your lungs into your blood through the many capillaries in the lungs. Oxygen-rich blood moves through your pulmonary veins to the left side of your heart and out of the aorta to the rest of your body.