Answer:
Arteries = Transports blood away from the heart. They carry oxygenated blood away from the heart and to the body with the exception of the pulmonary artery that takes deoxygenated blood from the heart to the lungs to be oxygenated. They have large muscular walls to withstand the pressure of the heart beats and since there is such large pressure, they have smaller lumen compared to the veins as the pressure drives the blood forward.
Veins = Transports blood to the heart. They tend to carry deoxygenated blood to the heart except for the pulmonary vein. Large lumen and small muscular walls with valves. The large lumen is so that more blood can flow through the veins as there's less pressure which is also why there are smaller muscular walls. There are also valves in the veins to prevent the backflow of blood.
Capillaries = Allows gas exchange and waste diffusion into blood. It is also one cell thick to allow diffusion to happen efficiently and the small structure increases the surface area to volume ratio.