Arteries are lined with smooth muscle and are able to elicit a vasoconstricting compensatory effect in response to hypovolemia. Many arteries and larger junction possess receptors to endogenous catecholamines and other hormones that allow them to respond for fight and flight conditions ect.
Arterioles have sphincter muslces that precede the capillary itself. This serves to shunt blood away from certain regions of the circulatory system in order to prep the body for fight or flight as well.
Veins, however, mostly lack smooth muscle that permits autonomic vasoconstriction and dilation. The venous circulation actually serves as a reservoir for blood as the lack of smooth muscle permits some stretching. If you heard of an AAMC or other test mention constriction of veins, they were likely referring to how skeletal muscles that surround certain veins can apply a force to the vessel and effectively "constrict" them.