There is nothing in the definition that says blood has to be oxygenated. Capillaries are very, very small blood vessels that act as the connectors between veins and arteries. When blood in the capillaries goes past the air sacks, the RBC's pick up oxygen. The alveoli are like the loading docks where trucks pick up their load. This is fully oxygenated blood and it is now in veins.
Veins take blood to the heart.
The left side of the heart is the high pressure side, its job is to push the blood out to the body. The mitral valve is named this because it resembles, to some people, a Bishop's Mitered Hat. This valve has the same function as the tricuspid valve, it prevents blood from being pushed from the left ventricle back up to the left atrium. The left ventricle is a very high pressure pump. Its main job is to produce enough pressure to push the blood out of the heart and into the body's circulation.