what type of tissue makes up cappillarries, veins and arteries ?

As far as I understand, all vessels have three layers, the tunica intima, tunica media, and tunica adventitia. The tunica intima is the internal layer and mainly consists of a layer of endothelial cells. This is the layer that is in contact with the blood and prevents clotting of blood while the endothelial layer is undamaged. The tunica media comes next and consists of elastic fibers, connective tissue, potentially smooth muscles. This layer is typically the thickest. The outer layer is the tunica adventitia and is also composed of connective tissue. I believe the relative thicknesses and compositions of the different layers depends on where in the circulatory system they occur. Thus, arteries, as pressure vessels, require a thicker tunica media (more elastic fibers, etc.)

One point to add, the capillaries only contain endothelial cells, and, in fact, are only one cell thick. This maximizes nutrient and waste exchange, and allows for diapedesis, when needed.