It depends a bit on what you mean by arches and lintels. In truth, they both are very different, but often arches are used for the same purpose as lintels.
Arches are curved structures fixed joined to either the ground or another structural member. They only carry compressive forces; however, they may be loaded because of their shape and orientation. Their first use actually dates back to the Roman Empire times. Back then, they didn’t know how to handle tensile loads. So they came up with this brilliant thing called an arch that converts all loads to compressive loads against which stones etc. were fairly good.
Lintels are a type of structural member placed like a beam just above an opening (door, window, ventilator) so as to carry the load of the wall above the opening.
Now, coming back to your question, arches are also often used for the same purpose as lintels. But I think for that, lintels are a better option because :
- Arches need more headroom to span an opening because of the curve.
- Stronger abutments or end joints are needed by arches.
- Lintels are easier to construct.
- For arches, all windows on a floor would have to be lined horizontally.
But, arches could have their own advantages :
- They can take horizontal loads better than lintels designed for the same situation.
- They can also span a huge opening without much increase in thickness. Lintels in turn would have to be built deeper as beams are with increasing span length.
- Arches are aesthetically more pleasing.