Blood pressure in different blood vessels:

Artery > Arteriole > Capillary > Venule > Vein (Vena cavae).

The pressure in arteries is more than that of pressure in veins as arteries receives blood directly from ventricles during ventricular systole. The wall of the arteries are thick and muscular. The flow of blood in arteries is fast as the blood in them is under great pressure.  

The pressure in pulmonary aorta is more than that in the pulmonary vein as it receives blood directly from right ventricle during ventricular systole.

The pressure in pulmonary aorta is not same that of systemic aorta as pulmonary aorta supplies blood to lungs and systemic aorta supplies blood to the all the body parts.