Is it true that the arteries always carry oxygenated blood and the veins always carry deoxygenated blood?
No, it's not true.
Usually arteries carry oxygenated blood and veins carry de-oxygenated blood. But there are exceptions. The pulmonary artery carries de-oxygenated blood, from the right ventricle of the heart to the lungs.
The pulmonary veins , which are 4 in number, carry oxygenated blood from the lungs to the left atrium of the heart.
The following diagram of the heart and the great vessels shows pulmonary artery and veins. The pulmonary artery is colored blue, which indicates it carries de-oxygenated blood. And the pulmonary veins are colored red, which indicates they carry oxygenated blood.