Veins carry deoxygenated blood from the body to the heart. They have wide passages because the blood flows slowly under low pressure.
Arteries carry oxygenated blood from heart to the body. The blood has to be under high pressure, so they have strong, thick walls.
Capillaries exchange materials such as oxygen, glucose and carbon dioxide. They have very thin walls so that substances can diffuse easier.
The key function of the blood is to deliver oxygen and glucose to cells for respiration and to remove the carbon dioxide produced by respiration.