It must be remembered that the pulmanory artery carries deoxygenated blood, as it is coming from the right ventricle, to the lungs. Also remember that an arteriole is a small artery and a venule is a small vein. The pulmanory vein is deoxygenated, as it carried oxygenated blood from the heart into the left artium. The arteries have "pulse" which means that the blood move in spirts, according to when the heart contracts. When the blood enters capillaries, it moves smoothly, and so it carries this flow on to the veins.

Looking at the image you can see that they have different wall thicknesses. The capillary wall is only 1 cell thick - this is to allow substances to diffuse across it(ie to give oxygen to cells and retrieve the CO₂ from cells. One of the reason the blood is at higher pressure in the arteries is that there is a thick muscle layer and this creates a small volume for the blood to pass through. The thick muscle layer is there to withstand the high pressure. In the veins, the semilunar valves stop the blood from flowing backwards, as it is traveling at a very low pressure and is often moving against gravity. The contraction of the muscles also helps the blood in the veins to be pushed up.

This image shows how veins have valves which stop the blood from flowing backwards. They are needed as there is so little pressure in them. Contraction of muscles(shown above) also helps the blood to be pushed up the vein.