We use pretty to mean attractive in an endearing, cute or delicate way. We can use it about people or things:
a pretty girl; a pretty cottage
|The Elgar Birthplace in Worcester, England - a pretty cottage|
[Sometimes "pretty" can be translated as carino in Italian.]
We use beautiful to mean wonderful in a sensory way, especially when we are talking about the sense of sight. We can use it about females or things but we do not usually use it to describe a male person:
a beautiful woman; a beautiful picture
To describe a male person, we usually use handsome instead of "beautiful":
a handsome man
We use lovely to mean that someone or something has a beauty that is more than physical:
a lovely man - the man is a very nice, kind person. He may or may not be attractive to look at, too.
a lovely day - the day is not only sunny but has qualities that appeal to the emotions.
We often say, "I'm having a lovely time" to mean "I'm enjoying myself".
Roy Orbison - Pretty Woman