An artery is a blood vessel that transports oxygen-rich or oxygenated blood from the heart to the other parts of the body except the pulmonary artery which carries deoxygenated blood from the heart to the lungs.
A vein is a blood vessel that transports deoxygenated blood from the body parts to the heart except the pulmonary vein which transports oxygenated blood from lungs to the heart.
The lungs are the respiratory organs in humans which helps in the exchange of gases.