Veins take blood towards the heart from the rest of the body. This is usualy deoxygenated blood because the oxygen has been taken up by respiring cells in the body. However, the pulmonary vein takes oxygenated blood from the lungs to the heart ready to be pumped around the body.
Arteries take blood away from the heart to the rest of the body. This is usually oxygenated blood which is pumped around the body to provide the cells with oxygen. However the pulmonary artery takes deoxygenated blood from the heart to the lungs where the blood can become oxygenated.