Artery
The body uses the oxygen carried in the other arteries to make energy.  The blood in these arteries becomes deoxygenated - it does not have much oxygen left in it.  This blood then travels through capillaries to get from the arteries to the veins.  The veins' job is to carry the deoxygenated blood back to the right side of the heart.  The pulmonary artery carries this blood from the heart's right ventricle to the lungs.  In the lungs, the blood can pick up more oxygen.