There are lymph capillaries in all parts of the body. Lymph capillaries have blind ends, that is, they are closed at one end. Though - the walls of the lymph capillaries are structurally similar to those of blood capillaries their permeability characteristics are different. Their walls are permeable to water and proteins that have been filtered across the capillary walls.
Figure: An idealized view of relationship between lymph capillaries, blood and tissues
This mechanism is important because a few protein molecules leak through the capillary walls and these must be returned to the blood if normal and functionally necessary osmotic differential between blood and interstitial fluid is to be maintained. Large molecules, particularly fat absorbed from the gut and probably high molecular weight hormones reach the blood via the lymphatic system.