I was wondering if exercise only leads to more capillary bloodvessels, or if on the long term you can also grow more of the larger bloodvessels (e.g. if smaller bloodvessels grow wider).
It's mostly an increase in the capillary system, as the primary function of angiogenesis is to increase the capability to deliver nutrients and oxygen to the working muscle. You don't need larger blood vessels for that, you need more.
However, there are changes to the larger blood vessels (called arteriogenesis) where the larger blood vessels will increase in diameter, and thus allow them to carry more blood.
Note: Both angio and arteriogenesis may or may not happen, it's not a guarantee that if you exercise both will occur. You may get some of one, the other or both, depending on how your body reacts to exercise.